In a small bowl, combine the flour and cornmeal and season with salt, pepper, and cayenne; set aside. In a medium shallow bowl, beat the egg. Add the buttermilk and season with salt, pepper, and cayenne. Whisk thoroughly to combine. Place the quail in the buttermilk and let stand while you cook the bacon for the salad.
Heat a sauté pan over medium-high heat and cook the bacon until semi-crisp. With a slotted spoon, transfer the bacon to paper towels to drain. Set the pan aside.
Heat 1 inch of oil in a deep medium skillet over high heat until it reaches 350°F on a deep-frying thermometer. Remove the quail from the buttermilk and dredge in the flour mixture, shaking off the excess. Carefully drop the quail legs into the hot oil and fry, turning once, until golden, 3 to 4 minutes. With a slotted spoon, transfer to paper towels to drain. Add the quail breasts to the hot oil and cook, turning once, just until golden, about 3 minutes.
Transfer to the paper towels to drain.
Meanwhile, return the pan with the bacon drippings to the stove. Add the eggs, season with salt and pepper, and cook, stirring to scramble until just set. Remove from the heat.
In a medium bowl, toss the lettuces with the sherry vinaigrette and season with salt and pepper. Add the scrambled eggs to the salad and toss to combine.
Divide the salad among four plates. Place the quail atop the salads and finish with a scattering of crisp bacon.