Remove the small side muscle from the scallops, rinse with cold water and thoroughly pat dry with paper towels.

Sprinkle pepper and cayenne on each scallop, on both sides. Don't put too much pepper as it tends to burn easily.

Fold each slice of prosciutto in half lengthwise, then wrap each scallop around the edges in 1 slice of prosciutto, finishing by tucking at the bottom. The scallop should be wrapped around the edges and bottom but with the top exposed.

Add the olive oil and butter to a large saute pan on medium-high heat.

Once the butter starts to sizzle, place the scallops one at a time on the pan, scallop side down, ensuring that they are not touching each other.

Sear the scallop side for about 1 1/2 minutes. To ensure a good crust, do not lift or move the scallops while searing.

Turn the scallops over and cook on the prosciutto side another 3 minutes or until they turn opaque.

Transfer the seared scallops to a platter and set aside.

Add the butter to the same pan and melt at medium-low temperature.

Add the minced garlic and cook, stirring frequently, until fragrant, about 1 minute.

Stir in the white wine and lemon juice and simmer until the sauce thickens a little, about 2 minutes.

Lay a bed of arugula on a platter, and drizzle with lemon juice and olive oil. Sprinkle salt and pepper on the arugula to taste.

Place the scallops on the platter, scallop side up and baste with the sauce. Garnish with chopped chives and serve immediately.