Preheat the oven to 220°C. Combine the oil, lemon juice, parsley, marsala, garlic and salt and pepper. Put the quails into this mixture and leave them to marinate for about 30 minutes, rubbing the mix all over the birds
Lay a sage leaf on the breast of each quail and then wrap each bird neatly with a slice of prosciutto, and place them in a baking dish. Pour the remaining marinade over the quail and place in the oven to roast for 20 minutes
Serve the quails and their juices with slices of crispy grilled polenta and steamed green beans