Like heat?
I nearly always remove the backs from quails and then the rib cages. These are called 'semi-boned' quail.
Puree in a blender:
1/2-1 canned chipotle pepper
1/2 small onion (about 2-3 T)
4 cloves garlic
1/2 c dry white wine
1/2 c canned pineapple juice or bottled cranberry juice (do not use fresh pineapple juice)
2 T rice vinegar (or use champagne, white wine or red vin)
1 T orange juice
1/2 t ground black pepper
1.5 t ground coriander
1/4 t allspice
1/4 t dried thyme (or a little fresh)
pinch ground clove
about 1 t citrus zest (lime, lemon, orange, grapefruit or a blend)
about 2 t salt
Blend till somewhat smooth. Put in a Zip-loc and add the quail. Turn well to coat. Marinate 3-4 hours but no longer.
Remove from marinade and shake off excess. (If you wish, add a little water to the marinade, bring to a boil in a small pot, reduce to a simmer, drizzle in a little honey, then taste. Adjust salt; adjust acidity--mellow it with a little water, add a squeeze of lemon or lime or a little vin to boost it. Save as a drizzle for serving.)
You can cook as noted above. I often skewer crosswise with two skewers to make them easier to handle. If you plan to grill but don't want to attend them, set up for indirect and start them that way, then finish direct.
You could smoke them lightly in the WSM, alternatively, then drop them down to finish direct.
Remember that they cook pretty quickly no matter which way you do it.