Place a large pan over medium-high heat. Drizzle the bottom with olive oil.
Place the ground lamb into the pan to brown it, breaking it up as it cooks. Season the meat with salt and pepper.
While the meat is cooking, place a medium pot of hot water over high heat.
Drizzle a little bit of olive oil into the water and season the water with a couple of pinches of salt. When the water comes to a boil, add the penne pasta and cook until al dente. When the pasta is done, drain it and set it aside until ready to use.
Add your onions and garlic once your browned lamb is fully browned and broken up into small pieces. Saute for a few minutes until the onions are soft and opaque. Add in your prosciutto and saute for another couple of minutes. Add a jar of tomatoes and vodka when the prosciutto is brown and crispy. Bring it to a boil and add in the oregano and bay leaf.
Cover and reduce the heat to medium-low, allowing the mixture to simmer for 20 minutes.
When the sauce is done simmering, add the heavy cream and season with salt and pepper. Taste and adjust the seasoning as needed. To serve, place penne pasta on a large serving platter and spoon bolognese sauce over top. Garnish with fresh basil and Parmesan cheese, if desired. Enjoy it.