In a large pot, blanch Brussels sprouts in 8 cups boiling water for 3 minutes. Rinse Brussels sprouts under cold water to stop the cooking process and drain well.
In a large frying pan, sauté onion in oil over medium heat for 5 minutes. Add Brussels sprouts, prosciutto and garlic and sauté for another 5 minutes. Remove from heat, add 1/2 cup Parmesan cheese and mix well until cheese melts. Add salt and pepper to taste.
Place mixture in a baking dish and sprinkle with the remaining Parmesan cheese. Bake until cheese melts and Brussels sprouts are warmed through, approximately 20 minutes.