Cut the slices of Parma ham in half horizontally. Wrap half a slice around the outside of each scallop.
Thread 3 of the scallops on to a metal skewer, alternating with the corals if using. Once the holes have been made in each scallop, remove the metal skewers and strip the rosemary sprigs of their leaves, leaving just a tuft at the end. Thread the scallops on to the rosemary skewers.
Season the scallops with pepper only. Drizzle the scallops with the oil and cook on a hot barbecue for 2 minutes on each side.
Place the dressing ingredients in a bowl and whisk together. Season to taste with salt and pepper. Use to dress the salad leaves and serve with the scallops, seasoned with a squeeze of lemon juice