Cook pasta, according to the instructions on the package, in lightly salted water.
In a skillet, heat cooking oil over medium heat and cook prosciutto in one single layer until crisp. This will take about 1-2 minutes each side. Transfer to paper towel.
In the same pan, add a little oil and saute onion for 2-3 minutes. Stir in garlic and cook for 2 minutes more. Stir regularly.
Then add tomatoes and season with black pepper. No need for salt, the blue cheese and prosciutto will cover that. Cook for 5 minutes or until tomatoes start to soften. Stir regularly.
Add blue cheese and milk and cook until sauce-like. This will take about 1-2 minutes. Stir constantly.
When ready, combine with drained pasta and cook until heated through.
Remove from stove. Add chopped arugula and finish with crumbled prosciutto.