Combine dry red wine, lemon juice, olive oil, minced garlic, dry mustard, black pepper, and bay leaf in a large zip-top plastic bag.
Add duck pieces and seal. Marinate in refrigerator for 30 minutes. Remove duck from bag and discard marinade.
Prepare grill at medium heat for direct cooking. If using wood or bamboo skewers, prepare them by soaking in water.
Wrap one piece of duck with one strip prosciutto. Repeat with remaining duck and prosciutto. Thread two pieces of duck onto six-inch skewers.
Place the skewers on a grill rack coated with cooking spray and grill 5 minutes on each side.
While cooking, brush generous amounts of the plum jelly on each side.
Heat and reduce the rest of the plum jelly and serve as a dipping sauce.
Recipe adapted from myrecipes.com.