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For the quail: Fill a medium saucepan halfway with 1 part apple juice to 1 part water and bring to a boil. Add the wild rice and a pinch of salt and stir; bring to a simmer. Cook, uncovered, until tender, 30 to 45 minutes.
Preheat the oven to 350 degrees F. Pat the quails dry. Rub with salt and pepper.
Fill each quail with 1/3 cup of the stuffing, then tie the legs together to close the cavity. Rub the skin with the butter along with the thyme leaves and some salt and pepper. Transfer quails to a baking dish and bake until they are cooked through and the skin is golden, 12 to 15 minutes.
For the fig puree: Meanwhile, in a medium saucepan, bring the figs to a simmer slowly in the port and vanilla until the figs are tender, about 5 minutes. Allow to cool. Transfer to a blender and blend until smooth.
Serve the quail cut in half with a ramekin of fig puree.