TOTALLY POSSIBLE!!! I've done it!
I snagged a quail bare handed out of the air while I out on a walk with my wife and kids a couple years back. I have a pic of it some place. We ended up letting him go. They're not the brightest critter out there...
Also, years ago down in Yuma, AZ on opening morning for dove, 20 min before the shooting started my dog grabbed a low flyer coming over the dike right out of the air. It was pretty cool!