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Step 1
Position rack in upper third of oven; preheat to 375 degrees F. Line a large baking sheet with parchment paper.
Step 2
Cut off the top and bottom of the pineapple and remove the skin with a sharp knife. Cut the pineapple in quarters lengthwise through the core. Cut out the core. (Reserve half the pineapple for another use.) Cut 2 of the pieces in half again lengthwise, then cut those 4 pieces crosswise into 6 equal pieces to make 24 chunks. Cut each slice of prosciutto lengthwise into 3 strips. Cut each strip in half crosswise to make 24 pieces total. Wrap a piece of prosciutto around each chunk of pineapple. Place on the prepared baking sheet.
Step 3
Bake on the upper rack until the prosciutto is sizzling and browned in spots, 15 to 20 minutes.
Step 4
Meanwhile, whisk pineapple juice, ketchup, vinegar, cornstarch and garlic powder in a small bowl. Heat oil in a small saucepan over medium heat. Add jalapeno and cook, stirring, for 1 minute. Add the juice mixture; bring to a simmer. Cook until glossy and thickened, 1 to 2 minutes. Serve the pineapple bites on toothpicks with the dipping sauce.