Preheat a medium-size frying pan to medium heat, coating lightly with cooking spray. Separate the proscuitto into individual slices and lightly fry until just crisp. Remove to a plate lined with paper towels to drain.
To assemble the sandwich: Lightly butter the outside of two slices of bread, then lay the butter sides of the bread on top of each other. On the exposed non-buttered bread, spread with a small amount of the preserves, then top with about a 1/4 cup of cheese (or more, to your liking). Then layer on three to four slices of the cooked proscuitto. Top with a bit more cheese, then place the other buttered slice bread on top of the layers.
Grill the sandwich in the same pan as the proscuitto, over medium heat, flipping twice to ensure it is golden brown on both sides. Remove to a plate, slice diagonally and enjoy!