Preheat the oven to 425 degrees F. Place strips of nori a few inches apart on a work surface. Set a piece of halibut, skin-side down, at the end of each strip of nori. Place two prawns on each piece of halibut. Brush halibut and prawns with teriyaki sauce. Roll the halibut and prawns in nori and place on a parchment-lined baking sheet. Bake 12-15 minutes, or until cooked through. Serve the halibut with a spoon of the teriyaki/wasabi mayo alongside.