Rinse and dry shrimp. Dress the shrimp with the juice of 1/2 lemon; cut remainder of lemon into small wedges. Drizzle liberally with EVOO and season with a little sea salt and some black pepper. Place a sage leaf down the back of each shrimp where it has been deveined and then wrap carefully and snugly with pancetta or prosciutto. Repeat with remaining shrimp.
Heat 1 tablespoon EVOO in a large skillet over medium to medium-high heat. Add shrimp and cook to pink and firm, and until pancetta or ham is crisp, 6-8 minutes, turning occasionally. Serve with lemon wedges alongside.