I don't do quail, but I use a black sharpie on chicken eggs. Some people raise concerns about the solvents hurting the chick, but I get the same hatch rate with eggs marked with a sharpie as I get with unmarked eggs.
I've heard of people using crayons and such, but since eggs are porous so the chick inside can breathe, I'd tend to stay away from waxy things that might interfere with the air exchange through the shell. As long as you don't overdo it though it probably would not matter.
Whatever I happen to have at hand. The eggs don't seem particular. I've used pencil, crayon, marker, colored pencil, even tried a ballpoint once but it wouldn't mark. Doesn't seem to matter much--whatever works for you.