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Step 1
Preheat the oven to 400 degrees F.
Step 2
With a small paring knife, slit each date lengthwise and spread open just enough to remove the pit while leaving the date intact. Fill the cavity of each date with a small piece of blue cheese and fold the date over the cheese, pressing it back into its original shape.
Step 3
Cut a strip of prosciutto as wide as each date is long and wrap it around twice, enclosing the date almost completely. Place the dates on a sheet pan and bake for about 8 minutes, until the prosciutto is browned and the cheese starts to melt.
Step 4
Cool slightly and serve warm.