I have never bought wild game, only hunted it myself. If it were wild I would suggest that you soak it in milk for 24 hours. It helps get the wild taste out. Since you are buying it I would assume it is farm raised and there is no need to do that.
It depends on how you want it...do you want it with a sauce, do you want it more like bbq, do you want to fry it? What kind of taste are you looking for?
A good one (and really simple) that I use for duck breast is I mince an onion and a clove of garlic, put it in a ziploc and mix in various spices (usually just some salt and pepper) once that is all mixed up pretty well I COVER the breasts with the mixture, cover with tinfoil, and bake. Baste occasionally with some butter or margarine (usually not needed with wild game cause they are pretty oily as it is) I haven't tried it with quail though.
at 2:27 PM on Mar. 18, 2009