Position a rack in the upper third of the oven and preheat it to 500°F. Wash and dry the quail. Drain the oysters in a colander over a bowl, saving their liquor for another use.
Spread the meal or flour on a plate. Dip each oyster in melted butter, roll it in meal, and shake off the excess. Stuff two to three oysters into the body cavity of each quail, completely filling it, and skewer it closed with a toothpick. Season the birds well with salt and pepper and, if desired, a touch of cayenne.
Wrap a strip of bacon around each bird, securing it with a second toothpick. Lay quail breast-side down in a close-fitting casserole dish and place in the oven. Immediately reduce the heat to 375°F and roast for 20 to 30 minutes, until the birds are just cooked through and the bacon is browned.