There are a few options here, it just depends on how you are going to cook them. If just grilling, season with tony chachere's, wrap in bacon and grill. If you can cook them inside, my favorite way is smothered quail. I don't know anyone, myself included, from La. that doesn't like smothered quail. Here's a recipe from NOLA Picayune. I use more green onions, omit the nutmeg, and add more wine. Serve it over a bed of rice or some dirty rice and you're in Heaven. Just make sure you get the roux right, you want it the color of a paper sack when you add the liquids.
Smothered quail | NOLA.com