In large mixing bowl, combine the oil, ginger, garlic, rosemary, thyme, vodka and pepper. Add the shrimp, toss to coat with marinade. Cover and refrigerate for 3 hours.
Preheat the oven to 350ºF. Remove shrimp from marinade and wrap each in prosciutto. Butter and layer 3 sheets of phyllo per shrimp. Cut widthwise into 1-inch wide strips. Wrap phyllo around the shrimp to form the natural shape of the shrimp. Brush the outside with butter and refrigerate for 1 hour. Place the phyllo-wrapped shrimp on an ungreased cookie sheet and bake for 8 to 10 minutes or until golden brown.
Serve hot with Papaya-Tomato Relish or your favorite Southwestern style relish.
PAPAYA-TOMATO RELISH: In a medium bowl, combine the papaya, tomato, parsley, chives, gherkins, red peppers and capers. In a small bowl, combine the vinegar and garlic. Whisk in the olive oil and blend well. Pour over papaya mixture, toss and add salt and pepper to taste.