Preheat the oven to 350 degrees F.
For the dry rub: Mix together the garlic, paprika, salt, pepper and cayenne in a small bowl.
For the scallops: Trim the side muscle from the scallops, if not done already. Pat the scallops dry and sprinkle them on both sides with the dry rub. Wrap the scallops with the prosciutto so that only the top is showing. To do this, spread out a slice of prosciutto; set a scallop on its edge and roll it up in the prosciutto, tucking prosciutto under one side as you go and leaving the other side exposed.
Heat a large skillet over medium-high heat. Add the canola oil and 1 tablespoon of the butter and sear the scallops on the prosciutto side for 1 to 2 minutes without disturbing, to ensure a good crust. Flip the scallops and cook on the scallop side for 3 to 4 minutes, or until opaque. Add the remaining 3 tablespoons butter to the pan and baste the scallops with the melted butter. Transfer the cooked scallops to a platter. Deglaze the pan with the white wine, whisking vigorously to emulsify; stir in the chives and parsley, and season with salt and pepper. Spoon some of the pan sauce over the scallops; serve any extra sauce on the side. Add a squeeze of lemon juice and serve.