These tender little birds cook quickly, so this is an extremely easy way to cook them to get the very best out of them, leaving them moist and succulent. If you are not that keen on polenta, serve with mashed potatoes and a green vegetable instead. The important thing is to enjoy all those delicious cooking juices, soaking them up with polenta, mashed potatoes, or some crusty bread.
Preheat the oven to 425°F. Mix the olive oil, lemon juice, parsley, Marsala, garlic, and salt and pepper together in a large bowl. Place the quails in the mixture and let them stand for about 30 minutes, rubbing it all over the birds.
Wrap the marinated quails in the pancetta and put them in a large, ovenproof casserole dish.
Dilute the remaining marinade with a glass of water, stir and pour all over the birds. Cover the casserole and roast in the oven for about 20 minutes.
Serve the quails piping hot with slices of grilled polenta and their marinade juices poured over both quail and polenta.