Quail is tough to cook, since they have so little fat. Here is my suggestion...
Take the quails, and wrap them in bacon before cooking. Lots of bacon. How can you possibly go wrong with bacon?
Of course, if you hunt quail in one of those hunting resorts that Dic Cheney shoots his friends in, the quail will probably have more fat, since they are raised in cages and have their wings clipped.
CD