Rub quail with olive oil, lemon juice, and garlic. Sprinkle lightly with rosemary, salt, and pepper.
Heat a gas or charcoal grill until hot.
Place quail skin side down and grill just until skin is nicely browned, 1 to 1 1½ minutes, then turn, close lid, and continue grilling until cooked through, 2½ to 3 minutes.