It is possible that you are mistaking the shivering for just their re-positioning of their feathers and snuggling in. To keep in the heat, birds fluff their feathers to keep a layer of warm air between their skin and feathers, thus keeping in the heat. And if you open the door on a cold day and the cold air rushes in, they may be just adjusting themselves against the cool air.
During this time of year. quail are much less active. They will stand around and do nothing, where as in the summer they tend to always be moving. In the summer, this lack of activity might be a clue to whether or not they are feeling well. But this time of year, this "doing nothing" is normal.
So you have to look at other areas of their lives. You say they are nice and plump. So they probably don't have worms. If their noses are dry, they are not gasping for air or have any rattling noises in their lungs, their vents are clean, the skin looks nice and clean, the feathers are either growing in or have already done so, they are eating and drinking...then as far as you can tell, you have a healthy flock of birds.
Get to know your birds well and eventually even at a glance, you will be able to spot a bird that is a little off. Treat it accordingly before it gets out of control.
Enjoy your quail!
