Preheat the oven to 400F. Line a baking sheet with aluminum foil and set aside.
In a food processor, pulse cilantro, almonds, parmesan cheese, garlic and salt together until combined and almonds are im small pieces. Stream in the avocado oil until you get a thick paste. You can make it thinner by adding my oil if you wish, but for this recipe I like to make the pesto thick so it holds onto the shrimp a little bit better.
In a bowl, pour remaining 1 tbsp of avocado oil and 1/8 tsp of chili powder over the shrimp and toss to combine. Lay the shrimp flat. Spoon a heaping teaspoon full of the pesto on the shrimp. Carefully wrap the shrimp with the prosciutto and place on its side on the baking sheet. Repeat with remaining shrimp.
Bake at 400F for 8-10 minutes, until shrimp is orange and cooked through and the prosciutto is slightly crispy.
Serve with bamboo cocktail sticks for the ultimate appetizer.