Step 1: Season the shrimp on both sides with salt and pepper. Wrap a basil leaf around each shrimp and wrap the ensemble in a strip of prosciutto. Secure the prosciutto in place with toothpicks. Drizzle olive oil over the shrimp to coat lightly on both sides or brush on the oil with a pastry brush.
Step 2: Set up your grill for direct grilling and preheat to high. Brush and oil the grill grate.
Step 3: Arrange the shrimp on the grate and grill until the prosciutto is sizzling and crisp and the shrimp are cooked through, 1 to 2 minutes per side. Do not overcook. Transfer the shrimp to a platter or plates.
Step 4: Place the pan with the Pernod on the grill and very carefully warm it to body temperature, 100 degrees. Remove the pan from the heat and touch a long match to the Pernod to ignite it. Pour it over the shrimp and serve at once, with lemon wedges for squeezing.