Overnight marinating infuses this dish with tons of flavor and makes them quick to prepare the next day.
Rinse quails under cold water; pat dry. Arrange in large, shallow baking pan. Add 1/4 cup oil, 1/4 cup thyme, and 1/4 teaspoon pepper to pan; coat quails thoroughly. Cover and refrigerate, up to 24 hours.
Arrange rib-eye steaks in large, shallow baking pan. Add remaining 3 tablespoons oil, 1/4 cup thyme, and 1/4 teaspoon pepper to pan; coat steaks thoroughly. Cover and refrigerate, up to 24 hours.
Return meat to room temperature. Heat grill to medium hot. Sprinkle steaks and quails with salt. Grill steak until seared outside and cooked to desired doneness inside, 10 to 12 minutes per side for medium rare. Grill quails, breast side first, until golden brown and cooked through, 12 to 15 minutes per side.