Place brussel sprouts in a microwave safe bowl and sprinkle with water, cover and microwave on high for 2 minutes, or until heated through.
Melt margarine in saucepan over low heat; add flour, stirring with a whisk. Gradually add milk to saucepan. Bring to a boil; simmer 3 minutes over medium heat until it is thick and bubbly, stirring constantly.
Stir in salt and pepper. Set aside.
Coat a 9-inch baking dish with cooking spray. Pat cooked rice into bottom of dish; arrange Brussels sprouts on top of rice.
Sprinkle Brussels sprouts with prosciutto; pour sauce over prosciutto.
Combine breadcrumbs and cheese; sprinkle over sauce.
Bake at 375° for 20 minutes or until lightly browned.