While the module itself seems good, the underscore option prefix does seem rather unruly. Since function names can't start with a dash, and yet hash elements can, maybe you could use that to indicate options. CGI uses this technique, for example.

use MyModule::HTTP
        -prefix => 'foo', qw(get post),
        -prefix => 'bar', qw(get head);
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This also makes them feel, in my opinion, more switch like, comparable to command-line options. Underscores seem too unconventional.