Preheat the oven to 400°F.
On a parchment-lined baking sheet, lay the prosciutto slices in a slightly overlapping circle, large enough to wrap around the brie.
Place the brie wheel in the center of the prosciutto.
Spoon the cranberry sauce over the top of the brie.
Wrap the prosciutto slices up and over the brie, covering it as completely as possible.
Bake for 20 minutes, until the prosciutto is crisp and the brie is soft.
Switch the oven to broil and broil for 2–3 minutes, watching closely, until the prosciutto is deeply golden.
Remove from the oven and let rest for a few minutes before serving.