Preheat a grill.

Pat the quail dry with paper towels and position them in 1 layer on a baking sheet or large plate. Use a pastry brush to lightly coat each quail with some of the oil on both sides. Season the quail with the salt and pepper on both sides.

Transfer the quail to the grill and grill for 3 minutes on each side. Brush the quail with the bacon-barbecue glaze and cook for 1 minute longer, just until the glaze starts to caramelize, turning mid way to ensure even cooking on both sides. Serve immediately.

Place the bacon in a medium pot and cook until golden brown and the fat is rendered, about 5 minutes. Remove the bacon and drain on paper towels. Remove all but 1/4 cup of bacon fat from the pan. Add the onions and cook, stirring, until the onions are soft, 4 minutes. Add the tomato paste and stir to incorporate. Add the vinegar, soy sauce, Worcestershire, and hot sauce. Stir well and bring to a boil. Add the sugar, salt, red pepper, and cooked bacon, and cook at a boil until the sugar is dissolved, about 3 minutes. Reduce the heat to medium-low and simmer until thickened, 7 to 8 minutes. Remove from the heat.

With a hand-held immersion blender or in a food processor, lightly pulse to finely chop the bacon. Transfer to a bowl until ready to use.