Peel the shrimp, leaving the tails on. Sprinkle with salt, pepper and paprika. Coat in olive oil.
Wrap each shrimp with a piece of jamón, about two inches long, and skewer the shrimp so the ham is held securely around the shrimp. Place the skewers over a high temperature grill and cook for 1 to 2 minutes per side, or until the shrimp is opaque. Serve immediately.