Making Prosciutto with skin off (Wrapping in butcher paper?)
I don't want to discourage you, but given your other question on pancetta, it appears that you are both new to curing and lack the ideal curing conditions.  Making a prosciutto is much more challenging. Ideal conditions are necessary. To specifically answer your question, you definitely want the skin on.  Think about it.  A cured ham has to hang for a year or more.  You are going to want that layer of skin to help regulate the drying and protect the fat and meat. If it were me, I would either enjoy it fresh, or (depending on what you have) butcher it into smaller muscles, cure, tie, and hang those.