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Thread one quail, followed by one piece of pancetta, followed by one quail on each of four skewers and place on hottest part of grill. Cook 4 to 5 minutes on each side, until just pink at the leg bones.
Meanwhile, pour the polenta slowly in a thin stream into boiling water, until all is incorporated and polenta thickens, about 1 to 2 minutes. Switch to a wooden spoon, add the cheese, and cook another minute, until as thick as paste. Remove from heat and pour on to a service-ready cutting board. Pile skewers on top of polenta and serve.