A bit old, but here is a deadly simple solution.
The idea is simply to render the collection items through a Twig template, so you have full ability to customize the prototype that will be placed in your data-prototype="..." tag. Just as if it was a normal, usual form.
In yourMainForm.html.twig:
<div id="collectionContainer"
data-prototype="
{% filter escape %}
{{ include('MyBundle:MyViewsDirectory:prototype.html.twig', { 'form': form.myForm.vars.prototype }) }}
{% endfilter %}">
</div>
And in MyBundle:MyViewsDirectory:prototype.html.twig:
<div>
<!-- customize as you wish -->
{{ form_label(form.field1) }}
{{ form_widget(form.field1) }}
{{ form_label(form.field2) }}
{{ form_widget(form.field2) }}
</div>
Credit: adapted from https://gist.github.com/tobalgists/4032213