Fry the quail: 1  Set a rack on a sheet pan and place near the stove. 2  Pour the oil to a depth of 3 to 4 inches into a deep, heavy saucepan and heat to 350°F. 3  When the oil is hot, submerge 4 quail in the hot and fry until golden brown, about 6 minutes.  Using tongs or a wire skimmer, transfer the quail to the rack to drain.