In a bowl, combine lime juice, oil, ginger, garlic, and pepper flakes. Add the shrimp and pineapple chunks, toss to combine. Let marinade while grill heats up, about 15 minutes.
Prepare grill with medium coals.
Wrap shrimp with prosciutto. Alternately thread the pineapple chunks and the wrapped shrimp onto skewers (about 4 per skewer).
Grill until shrimp are cooked and the pineapple chunks are brown around the edges.
Make the sauce in a medium sauce pan by combining the rum, shallots, ginger. Bring to a boil. Reduce heat and simmer until reduces to 3 tablespoons in volume.
With heat on low, whisk in the butter, 1 tablespoon at a time. Continue until all the butter is incorporated and the sauce coats the back of the spoon. Be careful to not allow it to get too hot and allow the sauce to break down.
Season with salt and cayenne, stir and remove from heat.
To serve: transfer shrimp and pineapple from the skewers to a platter. Sprinkle with cilantro and serve with rum butter sauce.