Preheat the broiler.
In a medium bowl, toss the shrimp with the parsley, chopped garlic, lemon zest, chile and a fat drizzle of EVOO; season with salt and pepper. Tightly wrap each shrimp with 1 slice of ham.
In a very large nonstick skillet, heat the olive oil, two turns of the pan, over medium-high. Add the shrimp and cook until the ham is crispy, about 3 minutes per side. Using tongs, stand each shrimp on its back to crisp the ham on all sides. Douse the pan with the sherry, add the stock and butter and swirl about 1 minute to reduce the sauce. Off the heat, douse the shrimp with the lemon juice.
Broil the bread until well toasted, then rub the cut sides of the bread with the halved garlic. Rub the cut sides of the halved tomatoes into the bread, squishing their juice and flesh into the bread. Drizzle liberally with EVOO and season with sea salt. Serve the toast with the shrimp.