Process carrot, celery, onion, leek and garlic in a food processor until finely chopped. Heat butter and 25ml olive oil in a saucepan over medium-high heat until foaming, add vegetable mixture and stir occasionally until very soft and sweet (8-10 minutes). Finely chop 2 prosciutto slices, add to pan and sauté until crisp (1-2 minutes), remove from heat, add half the thyme, season to taste and cool completely.
Meanwhile, for red wine lentils, heat oil in a saucepan over medium-high heat, add onion, carrot, celery and garlic and stir occasionally until tender (8-10 minutes). Add tomato, stock, lentils and wine, simmer until lentils are just tender (12-15 minutes), then add radicchio and cook until just wilted (2-3 minutes). Season to taste, stir through parsley and keep warm.
Preheat oven to 180C. Combine red wine vinegar, lemon rind and juice, remaining olive oil and remaining thyme in a bowl, season to taste and set aside.
Rinse quail inside and out under cold running water, then pat dry with absorbent paper. Season to taste, then stuff each cavity with vegetable mixture, truss legs with kitchen twine and wrap each in a prosciutto slice. Place in a small roasting pan, drizzle with thyme mixture and roast until golden and just cooked through (12-15 minutes), cover with foil and rest for 5 minutes then serve with pan juices and red wine lentils.