In an oven proof large skillet or a dutch oven, heat the oil over medium to high heat. Sear the quail on all sides until brown, be careful to turn often, since quails are so small they might burn quickly. Save left over marinade.
Preheat oven to 375 F degrees.
Combine all ingredients, excluding quail and vegetable oil, in large heavy-duty zip-top plastic bag and add quail. Seal, and chill 30 minutes, turning occasionally.