As thrig already mentioned in a comment:

    zsh -c 'prog *.txt(P:-f:)'

This uses the [glob qualifier](http://zsh.sourceforge.net/Doc/Release/Expansion.html#Glob-Qualifiers) `P` which prepends a separate word to each glob match. Like almost all of zsh's glob qualifiers, bash has nothing similar.

If you want to have completion for `prog`, run `zsh` interactively then type `prog *.txt(P:-f:)`. The very first time you run zsh interactively, it'll prompt you to set a configuration. If you don't care about zsh, either pick the option to make a blank `.zshrc` (but then you'll miss on some zsh features that need to be activated explicitly) or pick `1` and go through the menus to activate the recommended defaults.