Preheat an outdoor grill to high heat for about 10 minutes.
In a blender or small food processor, mix the Extra-Virgin Olive Oil (1/3 cup), Balsamic Vinegar (1 tablespoon), Garlic (1 clove), Dijon Mustard (1 teaspoon), Heavy Cream (1 teaspoon), and Granulated Sugar (1 pinch) and process until smooth. Season with the Kosher Salt (to taste) and Freshly Ground Black Pepper (to taste).
Wrap each cleaned Jumbo Shrimp (8) with a slice of Prosciutto (8 slice). Thread 2 wrapped shrimp on metal skewers or wooden skewers that have been soaked in water for about 10 minutes. Repeat with remaining shrimp.
Drizzle the shrimp with Extra-Virgin Olive Oil (1 tablespoon) and season with Freshly Ground Black Pepper (to taste).
Drizzle the additional Extra-Virgin Olive Oil (1 tablespoon) on the cut side of each half of the Romaine Heart (2) and season with additional salt and pepper.
Grill the shrimp for 2 to 3 minutes on each side or just until opaque.
Grill the romaine lettuce cut side down for about 3-4 minutes just on one side or until grill marks appear.
Place the grilled lettuce on a platter cut side up. Sprinkle with Shaved Parmesan Cheese (to taste) and Blue Cheese (to taste). Drizzle the balsamic dressing lightly over the top and season with kosher salt and freshly ground black pepper to taste.