Special equipment: 12 (6-inch) wooden bamboo skewers, soaked in water for 20 to 30 minutes
Preheat a grill to medium-high heat.
In a small bowl, toss together the lime juice, honey, cayenne pepper, and melon. Thread the melon chunks on the wooden skewers and wrap each chunk with ham, tucking in the ends so it stays together.
Put the skewers on the grill and cook until the ham is just crisp, about 5 minutes on each side.
Remove the skewers from the grill to a serving platter and serve.