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First lay three pieces of prosciutto on a cutting board. Slightly overlap the pieces having two pieces in one direction and the third slice overlapping the two at the top of the shortest side.
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Lay a piece of the cod on the third slice of prosciutto and roll gently but tightly.
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Repeat for the other 3 pieces of cod fillet.
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The fish can be cooked on an outdoor gas grill, in a cast iron grill pan or in an oven safe sauté pan. However you choose to cook it, the grill or the pan should be lightly oiled with canola oil and preheated to just above medium heat.
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Lay the pieces of fish on the grill or in the pan with the seam side of the prosciutto down. Grill or sauté for only a minute or two on all sides.
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If using an outdoor grill, leave only one burner on and move the fish pieces to the opposite side, off of direct heat. Close the lid and cook for 10-15 minutes or until the fish is completely cooked through.
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If using a stovetop method, after searing the outsides, place the pan in a preheated 350 degree oven for 10 -15 minutes until the fish is completely cooked through.
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Allow the fish pieces to rest for 5 minutes before serving them with the salsa.