For the quail in the bread dough, coarsely chop the olives. Dissolve the yeast in 220 ml lukewarm water. Mix flour, sugar and 1 tsp salt. Knead the yeast water and flour mixture into a smooth dough. Work in the olives.
Let the dough rise in a warm place, covered with a cloth, for about 1 hour, until doubled in volume. Knead again, divide into 4 portions and roll each out on a floured work surface about twice the size of the quails.
Rinse the quails, pat dry well and season inside and out. Cover the quails with the dough, pressing or twisting the seams well together. Cover with a damp kitchen towel and let rise for another 30 minutes.
Preheat the oven to 160 °C convection oven. Brush a baking tray with butter.
Mix the egg yolk with the whipped cream and brush it over the quails. Lightly score the surface in a diamond shape and bake in the oven for about 1 hour until golden brown.
Spread the quail in the bread dough on plates and garnish with arugula and orange zest.