Chop the prosciutto into roughly 1-inch pieces. Place a large skillet over medium heat and add the prosciutto, spreading it out somewhat evenly over the bottom of the pan. Cook, turning the pieces every minute or so with tongs, preferably, until the prosciutto is crisp, about 4 minutes in all, then remove to a paper towel lined plate.
In the same skillet heat one tablespoon of the olive oil over medium high heat. Add the shrimp and sear for 1 to 2 minutes on each side until the shrimp turn pink, but are not cooked all the way through. Remove them to a separate plate.
Add the remaining tablespoon of olive oil to the skillet and heat over medium heat. Add the onion and sauté for 3 minutes until starting to soften.
Add the broccolini or broccoli and sauté for 5 minutes until the broccolini starts to soften. Add the jalapeno and corn, season with salt and pepper, and sauté for another two minutes. Then add the shrimp and broths, cover, and cook until the shrimp is cooked through, about 2 minutes. Remove the lid, add half the crispy prosciutto and half the zest and stir to distribute it amidst the shrimp mixture.
Turn the shrimp and vegetable mixture into a serving bowl. Sprinkle with the remaining prosciutto and lemon zest. Serve hot.