Soak wooden skewers in cold water for 30 minutes. Preheat oven to 190 degrees. Cut the scallops in half and stir in olive oil and lemon juice. Season with salt and pepper.
Cut the ham slices in half and wrap each scallop half in half a ham slice. String two on each skewer (or more if the skewers are longer).
Put the “kebabs” on a baking sheet and roast in the oven for 5-10 minutes. Serve hot with arugula leaves.