Preheat oven to 350 degrees F and grill to medium heat.
In a saucepan, over medium heat, sweat the shallots in butter until tender, but not browned. Refrigerate the cooked shallots until cold. Cut the duck breast into 1/2-inch pieces. In a food processor, place the duck pieces along with the egg, salt, pepper, cold shallot, and brandy. Puree until mixture is a very fine paste. Add the cream and dried cranberries and pulse the mixture just until it is well incorporated.
Spoon or pipe the duck mixture into the cavities of each quail. Shape each quail into its natural shape and secure with a band of aluminum foil or string. Using a pastry brush, brush each quail with a small amount of melted butter and season very lightly with salt and pepper.
Grill the quail lightly on both sides and place them in a buttered baking pan. Finish the quail in the oven for about 15 minutes until cooked.
Serving suggestions: place the quail on your favorite rice pilaf, couscous or better yet some freshly made spaetzle. Top with a spoonful of lingonberries stirred in sugar (this product is available in specialty food stores from Sweden packed in small jars.)
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