Place the canola oil in a heavy large skillet. Turn heat to low.
Combine in a pie plate the beaten egg and water. Set aside.
Combine in another pie plate the flour, pepper, salt, chili pepper flakes, and harissa and blend well.
ASSEMBLING THE WRAPS:
Lay out a slice of prosciutto and fold over lengthwise. Place the shrimp to one end of the prosciutto; make sure the tail is left out. Lay a brie slice on top of the shrimp. Place some of the chopped chives next to the inside shrimp side. Begin rolling the prosciutto making a ‘blanket’ around the shrimp leaving the tail exposed. Try to not let the brie be exposed.
Tilt the pie plate with the egg wash. Dip the wrapped shrimp in this. It will ‘seal’ the prosciutto. Use your fingers to tuck and seal together.
Place in the flour mixture and coat well. Put on a plate. Continue with all shrimp.
Increase skillet heat to medium getting the oil hot. (Note: You can change your heat depending upon how brown the shrimp are getting moving from medium high all the way down to low as the shrimp are cooking.) Place 2 or 3 shrimp (seam side down) in the skillet (do not crowd) and fry for about 2 minutes on that side. Using tongs, gently turn and fry another 3-3 ½ minutes slightly turning and frying all around. When golden brown all over, remove and place on a paper towel to drain. Continue with all the shrimp wraps.
Garnish with additional chive sprigs. Serve with our favorite dipping sauce. I used a 2:1 hoisin sauce and soy sauce mixture.