In a large pot, heat 2 tbs butter over medium. Sauté shallots and prosciutto until the shallots are lightly softened, about 3-5 minutes. Add garlic and cook 1 minute more.
Increase heat to medium-high then add rice and lemon zest. Toast 2-3 minutes, stirring constantly. Add lemon juice and wine, and let cook while stirring until almost entirely reduced.
Add about a cup of the warmed broth, and let cook while stirring until almost entirely absorbed. Continue until the last ladle of stock remains. Add the shrimp before the last ladle of stock, then cook until the liquid has absorbed.
Stir in remaining butter and cheese to let melt and distribute.