Wrap each quail with a slice of bacon; place each on a 12-inch square of aluminum foil. Sprinkle evenly with salt and pepper. Bring corners of foil together; fold edges over loosely to seal.
Place packets on baking sheets. Bake at 325° for 1 hour or until quail is tender. Open foil; broil quail 6 inches from heating element 4 minutes or until browned. Cover and chill thoroughly. Serve cold with Savory Orange Sauce.