First of all, not all quail eggs are magically fertile. If they keep them for eating they might not even have a male in there, then they're definitely not fertile. Heck, out of the 31 eggs I put in an incubator recently, 7 of them were not fertile despite having a 1:3 rooster to hen ratio.
I agree with the boiling info above. I usually put them in cold water, bring to a boil for about 2-3 minutes, then remove from heat and put them in an ice bath. If you are going to boil them, let them age for a bit in your fridge because fresh eggs (quail and chicken alike) are a pain to boil/peel because the membranes are so fresh and tough.
They are really good fried sunny side up and then put on top of a burger. They make wonderful tiny deviled eggs and are always a hit when I do them for parties, but take forever. Five quail eggs equals one chicken egg if you are using them in recipes, but it's a waste to bake them into something if it's just an occasional treat to have quail eggs. If you had more than a dozen I'd recommend making egg custard or crème brulee, as the quail yolks make them extra creamy.