Mine lay on the wire. I did put a small wood nest box in the pen when I got my first quail. A few used the box, but mostly they just laid on the wire. So I took the box out because it was getting dirty from them pooping all over the place.
I put a cat litter pan in their pen for sand baths, but they never laid in the cat litter pan.
I just use an empty tissue box cut a hole in the side cover it with fake plants and fill it with bedding the hens do go in there and lay eggs and they also get away from the roos that way too.
edited for picture