Whole quail is especially good for marinating because the little birds pick up so much flavor as they soak. Slideshow: Greek Recipes
In a large bowl, combine 1/2 cup of the olive oil with the lemon juice, shallot, chopped garlic, oregano, cumin, nutmeg and 1/2 teaspoon of pepper. Add the quail and toss to coat. Cover and marinate in the refrigerator overnight.
Preheat the oven to 475°. Arrange the quail skin side up on a baking sheet in a single layer. Season with salt and pepper and roast for 9 to 10 minutes, until golden and just cooked through. Transfer the quail to a platter and let rest for 5 minutes.
Meanwhile, in a small bowl, stir the yogurt with the scallion, grated garlic and the remaining 1/4 cup of olive oil and season with salt and pepper. Serve the quail with the yogurt sauce and warm pita bread.
The yogurt sauce can be refrigerated for 2 days.
Citrusy Sauvignon Blancs from Chile can have a real herbal intensity, nice with these oregano-marinated quail.