Preheat your oven to 400°F (about 200°C). While the oven is heating, prepare a small dish with oil and butter. Rub each quail all over using this mixture for flavor.
Place the seasoned quails on top of parchment paper or foil in an oven-proof form like a baking sheet (this will prevent them from spilling during cooking). Fold up sides to create 'en papillote' packets. Bake until fully cooked, usually about 20 minutes.