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Mix the ricotta with the pesto and season with salt and pepper. Cut each slice of prosciutto in half widthways, then spread the ricotta mix over them.
Lay a few rocket leaves lengthways on each slice so they poke out at each end. Roll each one up and place on a serving plate. Sprinkle with ground pepper.
Prepare ahead; assemble the rolls on the plate, cover with cling film and keep in the fridge for up to 1-2 hours until ready to serve.