Place quail, breast side up, on a greased rack in a roasting pan. Brush each quail lightly with oil. Lay bacon over quail to cover all exposed areas.
Broil quail 6 inches from heat 15 minutes. Remove bacon, and discard. Broil until quail is lightly browned, turning once. Season with salt and pepper. Place quail on toast slices; garnish with bacon, if desired.