I seldom offer my Japanese coturnix quail treats, but when I do, I try to make it count nutritionally. By that, I mean that I attempt to find gaps in their daily feed (I live in a third world nation and the best coturnix feed is not up to United States standards), and fill those gaps with "treats". The ONLY game bird feed I've found here is called (in Spanish) "Quail layer", but has NO CALCIUM whatsoever in it, and is only a measly 21% protein, and lacks some important amino acids (or has insufficient amounts). I bump the protein with ground up dry cat food. I "treat" with finely chopped dark leafy greens (high in calcium), a dish of calcium supplement in powdered form served on the side, finely ground rice (cream of rice), finely ground split peas. These sorts of treats are only doled out about once a week, but it seems to be working for me. I sometimes offer plain, finely chopped iceberg lettuce as a treat, has absolutely no nutritional value but my birds go nuts over it, and it IS high in water, and we live in a high heat and humid environment, so getting extra water into them is a good thing

While mealworms are a nutritious and tasty treat, be sparing with them as they are incredibly high in fat too, and a fat hen leads to fatty liver disease and reproductive disorders in your hens. In moderation is the key.