In a large skillet over medium-low heat, warm the oil. Add the shallot and a pinch of salt and cook until softened, about 2 minutes. Stir in the broth and minced prosciutto, bring to a boil, then lower to a simmer. Cook, stirring occasionally, until the liquid reduces to 1/2 cup, about 4 minutes. Stir in the cream and lemon zest and juice. Remove from the heat and cover to keep warm.