Cut the quail in halves with poultry shears. Rinse thoroughly. In a small bowl, mix the brandy, vegetable oil, horseradish, vinegar, garlic, brown sugar, and five-spice powder. Put the quail in a large plastic bowl with a lid (or use two bowls, if needed). Pour the brandy marinade over the quail; cover and refrigerate 4–8 hours, turning the bowl(s) upside down and shaking every so often.
When well-marinated, discard the liquid and pat the quail dry. Lightly brush them with olive oil. Mix the paprika, thyme, salt, and pepper in a small bowl, then sprinkle over the quail. Cook the birds breast-side down in the broiler for 15–20 minutes, turning once or until crisp and well browned. Serve on a bed of wild rice if desired.