8 (4-ounce) quail, rinsed and patted dry
3/4 teaspoons kosher salt
1/4 teaspoon freshly ground black pepper
1/4 cup extra-virgin olive oil
1/8 cup fresh thyme leaves
4 cloves garlic, peeled and halved
8 ounces soft fresh goat cheese
8 sprigs fresh rosemary
8 strips thick-cut bacon
Season each quail inside and out with salt and pepper. Transfer to 1 to 2 large bowls, add oil, thyme, and garlic, and toss to combine. Refrigerate, covered, at least 1 hour and up to 48 hours.
Preheat oven to 500°F. Remove quail from marinade. Stuff cavity with 1 ounce goat cheese and 1 sprig rosemary and tie legs together loosely with kitchen string. Wrap 1 strip bacon around breast and transfer quail, breast side up, to rimmed baking sheet.
Roast until just cooked through (cut into inner thigh; meat will still be slightly pink), about 15 minutes.