This method of cooking, still found in the hills of Cyprus and remoter parts of Greece, is a perfect way of cooking quails and great fun to serve. You can buy clay in an art store or builder’s yard. Each bird will need about 2 ounces of clay. Don’t roll it, but flatten it out with the heel of your hand, and remember to keep it under a damp cloth or it will dry out. Alternatively you can use parchment paper instead of clay.