Heat the olive oil in a large skillet over moderately high heat. Add the prosciutto and cook, stirring. The prosciutto will give off steam for about 5 minutes while it releases its moisture. When the hiss of steam turns to a sizzle, turn the heat down to low and cook, stirring occasionally, until crisp, about 30 minutes.
Using a slotted spoon, transfer the bits to several thickness of paper towel to drain. The bits will crisp even more as they cool. Set aside.
For the clams: Preheat the oven to 400 degrees F.
Heat the olive oil in a large skillet over moderately high heat. Add the sliced garlic and saute until lightly browned. Add the clams and mix to combine. Add the wine and season with black pepper. Bring to a simmer. Cover and cook until the clams open, about 5 minutes, removing them to a baking sheet with a slotted spoon as they open. Discard any that fail to open. Strain the clam juices through a cheesecloth lined sieve and reserve.
For the stuffing: Heat the oil in a skillet over moderate heat. Add the chopped garlic and saute until lightly browned. Add the bread crumbs, reserved prosciutto, cheese, parsley and 1/4 of the reserved clam juices. Saute until the crumbs are lightly toasted, 1 to 2 minutes.
Assembly: Separate each shell into 2 halves, discarding the half that does not contain the clam. Loosen the clam from the shell. Spoon about 1 teaspoon of the stuffing into each clam.
Set the clams on a baking sheet and bake until hot throughout, about 5 minutes. Serve immediately.