Cook haricots verts in a large pot of boiling salted water (3 tablespoons salt for 6 quarts water), uncovered, until just tender, 4 to 5 minutes. Drain, then transfer to an ice bath to stop cooking. Drain and pat dry.
Force hard-boiled eggs through a medium-mesh sieve into a bowl using a rubber spatula. Stir in mayonnaise, zest, lemon juice, scallions, 1/2 teaspoon pepper, and 1/4 teaspoon salt (or to taste).
Place a sushi mat with slats running crosswise or a 9-inch square of parchment paper on a work surface. Arrange 3 slices prosciutto perpendicular to slats and slightly overlapping to form a 9- by 7-inch rectangle.
Spread about 1 tablespoon egg mixture evenly across bottom half of prosciutto rectangle. Arrange beans on egg side by side and end to end, overlapping ends, in 8 tight rows parallel to slats. Spread another tablespoon egg mixture over beans.
Roll up prosciutto and beans tightly with aid of mat. Transfer roll, seam side down, to a cutting board, then trim ends and cut crosswise into about 10 (3/4-inch) pieces. Make and cut 4 more rolls. Turn pieces upright to serve.
Cooks' note: Prosciutto rolls can be assembled (but not cut into pieces) 1 day ahead and chilled, each roll wrapped tightly in plastic wrap. Cut rolls while cold, then bring to room temperature, covered with plastic wrap, before serving, about 30 minutes.