Preheat an oven to 350 degrees and line a sheet tray with parchment paper. Set the tray aside for later. On a clean surface, lay down 2 slices of prosciutto horizontally per serving. If your salmon has the skin on, slice the skin off. Lay 3-ounce salmon fillets vertically on top of the prosciutto slices. Season the fish with seasoned salt and black pepper.
Prepare the spicy sauce by whisking together the mayonnaise, ketchup, Sriracha, lemon juice, and curry powder in a small dish. If you don’t like spicy flavors, you can simply omit the Sriracha. You may also substitute the Sriracha with any favorite vinegar-based hot sauce. Spread the sauce across all the exposed areas of the salmon. Then, slice the avocado into thin slices. Arrange about ¾ ounce of avocado on top of each salmon fillet.
Take the bare edges of the prosciutto and wrap them over the avocado on top of the salmon. Overlap the prosciutto slightly so it doesn’t pop up during cooking. If you wrap the prosciutto over the avocado at a slight diagonal, this will help too. Lift and transfer the wrapped salmon onto your lined sheet tray. Bake the tray for 30 minutes or until you see the prosciutto become dark pink and crispy.