Preheat your oven to 375 °F.

Season the salmon fillets with a sprinkle of salt and pepper. Spread the mustard evenly on top of each fillet. Tightly roll each fillet with a slice of prosciutto so that the two ends of the prosciutto are beneath the salmon. The fillet should be sitting on the seam, and the ends of the salmon will protrude beyond the prosciutto.

Place wrapped fillets on a baking pan, seam sides down. Bake until done, about 15 minutes.