1. Preheat oven to 200 degrees.

2. Place prosciutto slices in a single layer on a rimmed baking sheet and transfer to oven. Let prosciutto cook until crisp, about 1 hour. At this point, prosciutto can be used immediately or stored in an airtight container at room temperature for up to 3 weeks.

3. Increase oven temperature to 300 degrees.

4. Fill a large pot with 9 1/2 cups water; bring to a simmer over medium heat. Add dried prosciutto slices, bay leaf, and peppercorns; let simmer for 1 hour. Strain liquid through a coffee filter into a large saucepan; discard solids. Keep consomme hot over medium heat.

5. In a large pot, bring 8 cups of water to a boil. Line a small ramekin with plastic wrap; brush with bacon fat. Crack an egg into prepared ramekin. Pull the four corners of the plastic wrap toward the center and hold them together. Starting just above the egg, pinch plastic wrap together and begin to twist plastic wrap into a rope; tie into a knot just above the egg. Repeat process with remaining eggs.

6. Drop eggs, in the plastic wrap, into the boiling water; cook for 5 minutes. Cut plastic wrap just below the knots and release eggs into four individual ovenproof serving bowls; season with salt.

7. Divide shrimp evenly between serving bowls. Transfer to oven to heat shrimp, 3 to 4 minutes. Remove bowls from oven and add 1 cup hot consomme to each bowl; garnish with scallions and serve immediately.