I'm sure the best thing was the big feeling of pride knowing you did it. It's a big accomplishment to put together a meal of your own home-grown veggies, herbs, meat, fruits, eggs, etc. So congrats!
As far as processing, I never plucked them, but yes, that way is good for grilling. The skin & fat prevents the meat from drying out. I found the skin thin & ripped easily, so I never had the patience to pluck quail by hand. Our fav recipe is a quick fry in bacon grease & garlic to seer the meat. Then low temp bake. (We just saved some bacon grease in the fridge for such recipes.) Some people wrap their quail in bacon while baking to get the same effect.
Another quick way is to throw them in a slow cooker with your fav herbs & a few veggies as you process. Take the meat out when done, but return bones to make a broth. After straining, use the broth in your fav recipes. We like quail broth as a base for home made egg drop soup.