Briefly rinse each quail cavity under cold running water. Pat dry with paper towel (inside and out). Season with salt and pepper.
Cut each parsnip in half lengthways, then each half, lengthways, into 3 equal pieces. Place pieces, in a single layer, in a large roasting pan and drizzle with 1 tablespoon of olive oil. Season with salt and pepper, and set aside.
Preheat oven to 180°C. Heat a large frying pan over medium heat. Add the remaining olive oil. Add onions and cook, stirring, for 3 minutes or until soft. Add the celery and carrot, and cook, stirring, for a further 2 minutes.
Combine the breadcrumbs and onion mixture in a large bowl. Add the rosemary and lemon rind. Season with salt and pepper, and stir until well combined. Fill each quail cavity with some of the seasoning mixture. Wrap a bacon rasher around the middle of each quail and secure with a toothpick. Place the quail on the parsnip in the roasting pan. Bake in preheated oven for 35-40 minutes or until the quail juices run clear when pierced with a skewer in the thickest part of the breast.
Transfer quail to a plate and cover loosely with foil. Place the roasting pan over high heat. Add the marsala, scraping the pan with a flat-bottomed wooden spoon, until it comes to the boil. Boil, stirring occasionally, for 3 minutes or until reduced by half. Season with salt and pepper. Strain through a fine sieve into a jug.
Place quail with parsnip on serving plates. Pour over a little of the sauce and serve immediately with salad leaves.
