Bring the 4 cups of water to a boil with some salt. Add the polenta and stir constantly until the polenta is stiff and a spoon can stand upright. Pour into a baking tray and allow to cool.
Peel and seed the pumpkin and cut into small chunks. Roast it with a little olive oil, salt and pepper until tender, about 20 minutes.
Combine the pumpkin with crumbled ricotta, pinenuts and parsley, season with salt and pepper to taste.
Using a large glass cut rounds out of the cooled polenta. Place a mound of the pumpkin mixture on each, then attractively layer the prosciutto over. Bake at 180 degrees C for 20 minutes then serve!