Heat oven to 200C/180C fan/gas 6. Cut the polenta into 18 chunky chips and the prosciutto into 18 strips. Put the polenta in a bowl along with the oil and a good grinding of pepper, and mix together. Wrap a strip of prosciutto around a polenta chip, then pop onto a baking tray. Repeat with the remaining chips and sprinkle over the Parmesan.
Bake for 25-30 mins until golden, turning them over after 15 mins. Serve with tomato ketchup, if you like.