For the marinade: In a glass bowl mix the olive oil, garlic, and ancho chile powder. Add the quail, cover, and refrigerate for at least 4 hours, or overnight, if possible.
For the sauce: Stem, seed and devein the chiles. Place them, 1 or 2 at a time, in a dry cast-iron skillet that has been heated to medium-hot. Cook over medium-high heat, turning several times, until toasted, 40 to 60 seconds. Transfer to a bowl and cover with boiling water; soak 20 minutes.
Meanwhile, heat oil in a large saucepan over medium heat. Add onion and cook gently until soft; 5 to 6 minutes. Set aside.
Strain chiles, reserving the liquid. Transfer chiles to a blender and add about 1 cup of the reserved liquid. Puree until smooth, then push the mixture through a medium mesh strainer into a saucepan with the onion. Stir in honey, salt, and seasonings. Heat to boil, reduce heat, and simmer gently 8 minutes.
On a very hot grill or cast-iron skillet, set the quail skin-side down, for about 4 minutes. Flip the quail and cook on the other side for about 2 minutes or until cooked to medium-rare.
Put 3 ounces of sauce on a dinner plate and put the quail on top.