Preheat oven to 400F.
Wearing gloves, slice the jalapeños in half and scoop out the seeds and membrane.
Stuff the jalapeños with goat cheese.
Wrap prosciutto around the jalapeño and place on a parchment-lined baking sheet.
Bake for 15 minutes at 400F or until the prosciutto is crispy. For a milder jalapeño, increase baking time to 30 minutes.