Place quail in a single layer in a container, season with sea salt and freshly ground black pepper, scatter with garlic and drizzle with oil. Cover and refrigerate for at least 6 hours. Heat a chargrill or barbecue, add quail and grill over medium-high heat for 3 minutes each side or until just cooked through.
Meanwhile, for Brussels sprouts, trim bases and halve or quarter, depending on size. Heat olive oil in a large frying pan, add onion and sauté over medium heat for 2 minutes or until wilted. Add garlic and Brussels sprouts and sauté for 10-15 minutes or until sprouts are tender but firm. Season to taste.
Serve quail with Brussels sprouts and lemon wedges.