Shell and devein shrimp, then split or butterfly, this should allow them to flatten out. are sure when you split them you don't cut all the way through. This will enable you to stand up the tail. Combine egg and milk and mix. Mix together cheese, bread crumbs and 1 tbsp parsley. Flour shrimp, then dip into milk and egg mixture. Coat with bread crumb mixture and wrap shrimp with a slice of prosciutto. Arrange shrimp on broiler pan so tails are sticking up. Squeeze lemon juice on all and a little melted butter. Broil under medium to high for 10 minutes. Serve immediately with lemon wedges.