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Keep the prosciutto loosely covered with plastic wrap to prevent them from drying out as you start to assemble 1 purse at a time. Place 1 melon ball in the center of a prosciutto slice, gather all sides to the top and secure with a blanched chive. It may be necessary to overlap a few pieces of prosciutto in order to completely wrap the melon ball. Place finished purse, seam side down onto a baking sheet and keep covered. Repeat with remaining prosciutto and melons. Can make it only up to 2 hours ahead of time because the salt in the prosciutto will break down the melon.
Scatter the chives onto a decorative platter. Place prosciutto purses on top and serve.