Step 1Separate the chicken livers into individual lobes, discarding any that fall apart. Cover with milk and set aside for an hour.
Step 2Strip all of the leaves from the rosemary branches except for an inch at the tip. Mince and reserve one-half teaspoon of the leaves.
Step 3Rinse the livers and gently pat dry with a paper towel. Season with 1 teaspoon salt, freshly ground pepper and orange zest, and toss gently to mix well.
Step 4Wrap each liver in a piece of prosciutto and thread it onto the rosemary branches. You should get about 4 livers to a branch
Step 5Melt the butter in a large skillet over medium-high heat. When the butter is hot, add the chicken liver skewers and cook until the prosciutto crisps, 1½ to 2 minutes per side.
Step 6Remove the skewers to a warm tray, add the shallots and cook until softened, about 2 minutes. Add the white wine and the reserved minced rosemary, and cook, scraping up any brown bits stuck to the bottom of the pan, until the wine reduces to a syrup, about 3 minutes.
Step 7Pour the sauce over the skewers and serve hot.