1. Preheat grill to medium-high heat (350° to 400°) or heat grill pan over medium-high heat. Combine shrimp, 1 tablespoon olive oil, 1 garlic clove, and 1/4 teaspoon each kosher salt and black pepper in a bowl. Let stand 5 to 10 minutes. Grill shrimp, turning once, 3 to 4 minutes or until done; set aside.
2. Brush tomatoes, bell pepper, and onion with remaining 1 tablespoon olive oil. Grill vegetables 4 to 5 minutes or until charred but not cooked through. Transfer grilled vegetables to a cutting board, and chop into chunks.
3. Combine cucumber and grilled vegetables in a food processor or blender. Tear 1 bread slice into pieces, and place in food processor. Pour in 1 cup water, and process until finely chopped. Stir in lemon juice and kosher salt and black pepper to taste. Divide soup among 4 bowls; top each with 3 shrimp. (Drizzle soup with additional olive oil before serving, if desired.)
4. Layer mozzarella and prosciutto evenly between remaining 4 bread slices to make 2 sandwiches. Grill 1 to 2 minutes on each side or until bread is golden and cheese melts. Cut in half. Serve soup with 1/2 sandwich.