Lol, yeah, that would be just a little difficult, I didn't realize you were in Brazil 
Well, giving them egg is good. Oh, and mealworms! If you don't want to deal with live ones, you might be able to buy freeze dried ones. And mine loved live crickets! He was in a cage that was enclosed with screen on the top, though, so if yours are in a cage with wire on the sides that wouldn't work. Don't use wild bugs, though, because pesticides or whatever else they could crawl through could hurt the quail. I'm not sure if regular earthworms (the ones sold for fishing with) have much protein, but I do know that they would have fun with them
Oyster shell, too. You can probably add a little finely ground oyster shell to their food, and it would also add calcium.
I didn't have to think of too many ways to add protein, though, because I had higher protein feed and also I only had a laying hen for a couple weeks before the stupid male killed her 