Mix the parmesan marinade, horseradish and lemon juice into a bowl and add shrimp. Combine well, cover and refrigerate for 15 to 20 minutes.
Cut zucchini into noodles using a spiralizer, mandolin or food processor. Set aside in a bowl.
Heat the olive oil on medium heat in a very large saute pan and add prosciutto. Cook for about 5 to 7 minutes while stirring so prosciutto bits get crispy. With a slotted spoon, put prosciutto on a plate lined with a paper towel.
Add shrimp along with the marinade to pan. Cook for a few minutes or until shrimp are cooked through and pink. Remove with slotted spoon leaving the sauce in the pan.
Add heavy cream to the pan and reduce heat to low. Cook sauce until it starts to bubble. Stir in the zucchini noodles and parsley. Cook for about 2 minutes, tossing gently. Stir in the prosciutto bits reserving a little to garnish the top. Top with cooked shrimp.
Garnish with more fresh chopped parsley and the remaining prosciutto bits before serving.