Pre-heat grill to medium-high. Lightly oil the grill grate. Place peaches on the prepared grill. Cook for about 1 minute or so or until you have grill marks. Turn wedges over and cook the other side. Remove from grill.
Wrap each peach wedge with prosciutto including the slice of cheese as you wrap. Garnish with sprigs of rosemary, if desired. Serve warm or at room temperature.