Prepare the grill for direct cooking over medium heat (350° to 450°F). Remove and discard the small, tough side muscle that might be left on each scallop. Lightly brush the 12 sea scallops with the oil and season evenly with the salt and pepper. Brush the cooking grates clean. Grill 2 paper-thin slices prosciutto over direct medium heat, with the lid open, until the meat browns on the edges and turns crispy, 1 to 3 minutes, turning once or twice. Remove from the grill and let cool. Roughly chop the prosciutto into pieces. Grill the scallops over direct medium heat, with the lid closed as much as possible, until just opaque in the center, 4 to 6 minutes, turning once or twice. Remove from the grill. In a small saucepan over medium heat, warm 1 cup good-quality marinara sauce. To serve, divide the marinara sauce and arrange scallops on top. Garnish with the chopped prosciutto and fresh herbs. Serve warm.