Preheat oven to 375ºF.
Place a large skillet over medium-high heat with 2 turns of the pan of EVOO, about 2 tablespoons. Add the onion, fennel, celery, bay leaves and sliced garlic to the pan, and season with salt and pepper. Cook the veggies until tender, about 5 minutes. Add the fish stock and white wine to the pan and cook until reduced, about 3 minutes. Add the tomatoes and bring to a bubble.
Meanwhile, place another large skillet over medium-high heat with 2 turns of the pan of EVOO, about 2 tablespoons. Spread the 8 pieces of prosciutto out on the counter and place one cod filet on each piece. Season the fish filets with salt, pepper and a tiny drizzle of EVOO then roll the fish up in the prosciutto.