Everything is better with prosciutto, and this is no exception.
In bowl, whisk first 5 ingredients with 1/2 tsp. salt and 1/4 tsp. pepper. On baking sheet, brush mixture over fennel. Broil, turning once, until tender, 13 to 15 minutes; season. Let cool. Wrap fennel with prosciutto. Drizzle with balsamic glaze.