You will not lose much but there is some meat to be had.. I skin mine then I cut the wings ,feet off and discard, this leave you with the legs and body (gutted of course). Wash and cook.
We marinade in "Dales" or "Moores" sauce for 3 to 4 hours, wrap in bacon, place on a very hot grill and cook bout 30 minutes or so.Check on em frequently and turn em.
If the quail is not light pink near the bones it's over cooked,legs should pull off easy.
Sorry they are finger foods so pick em up and eat/pull the meat off the breast and enjoy.Also the legs are very good..
Have fun.