The U.K.'s NHS Choices does not recommend eating raw prawns during pregnancy but advises that eating cooked prawns is acceptable. This source notes that cold pre-cooked prawns are also safe to eat during pregnancy.
The NHS states that raw shellfish, such as prawns, crab, clams, mussels and scallops, can contain viruses, bacteria and toxins that are harmful to health and capable of causing food poisoning. Cooking normally kills viruses and bacteria although it does not always eliminate all toxins. According to the Mayo Clinic, shellfish, such as shrimp and prawns, are recommended for pregnant women who wish to eat seafood because they contain little mercury when compared to fish such as swordfish, shark and king mackerel.