Remove the calyx from okra, sprinkle with 1/2 tsp salt, and roll on a cutting board. Rinse under running water and pat dry. Cut yellow and red bell peppers into 8 vertical slices each. Tear lettuce into bite-sized pieces.

Boil water in a pot and blanch okra briefly. Transfer to cold water, drain, and cut in half lengthwise.

Mix all cheese dressing ingredients in a bowl.

Lay out one slice of prosciutto, place one piece of okra and one slice of each bell pepper on top, and roll tightly. Repeat to make 8 rolls.