the problem differs from game to game. If you're playing a game that loses progress if not saved properly, or cannot be saved, then thats where the quitting option becomes a problem.
Their are quite a few games that implement a time feature GameCreator, however most of them are mmorpg's, which is reasonable as the online feature can cause problems if disconnection is immediate. There have been quite a few times where my internet has turned off, but it took a few seconds for my character itself to be removed from in-game, causing me to die. Some mmorpg's implement both the time and are you sure features together, so once you click quit you are given a 10s window in which you can click quit again to close the game immediately. It's a mostly irrelevant feature, save for the off chance you need to leave in the space of the 2s required to click the quit button, but its nice nonetheless.
The problem with this, well, problem, is that their is no entirely correct solution. its a Comfortability vs Security problem, where adding to one will always minus from the other. It really just depend on what game you are playing, as I stated originally. A game that does not have a dynamic or auto save feature,or no save feature at all, would lean more heavily on the security side. Where as a game that does will focus more heavily on the comfortability side.
If I was leaning onto the Security side, I'd only have a quit to the main menu option on my menu bar. most games allow you to continue where you left off from the main menu, so in most cases this stops potential problems. however if that is not the case, I would make sure that accessing the quit option takes at least more then one click once you access the menu (basically a sub-menu, probably accessed through options). Finally I'd implement an are you sure to feature. An additional thing you could do is make sure that each click has to happen on a different part of the screen, so that rapid clicks in the same area don't cause a quit. This would remove 99% of the accidental quits, that 1% being the extremely unlucky person.
However if I was leaning onto the comfortability side, I'd have the quit to menu and quit to desktop on a sub-menu within the quit button. Well, less of a sub-menu, and more of a replacement for are you sure. It removes the need for are you sure and makes quitting feel nice, at least in my opinion. I would also make sure that clicking on them happens at a different part of the screen to avoid rapid clicks, however I'd do this at a lesser degree to make it less movement for your mouse. This makes it a lot less effective, as rapid clicking usually occurs in an area and not just one spot, but we are not going for Security here. There's not much else you can do for this, though I may be wrong, so its the easier of the two.
But to be honest, these kind of features are the 'that'd be nice' kind of features. I'd only worry about it after you've created your game, but by then a lot of developers have already moved onto their next project. moving off-topic, I never really liked the concept of starting a new project so soon after finishing your first one. Give at least half a month of extra time for a refresher, and another half to come back to the game you made and see if their are any design flaws, or areas you can improve in. Not to mention most of them will have already been pointed out by the community. But I digress, that's all I have to say on the topic.
EDIT: in light of the next two posts, I want to rephrase that I was talking about what things worked towards the goal of security, and what worked for the goal of comfort-ability. A combination of the two are generally good for most games. if you're playing a game like CoD Zombies, then you can spend up to entire days (theoretically infinite) playing it. You can't save your progress, and any disconnection results in the loss of your game. During this time you'll be taking plenty of breaks and, more often then not, won't be paying attention to the small things. In a case like that, i'd like as much security as possible. However on the contrary, you can play this game for one minute and then quit.
So on rethinking, I'd prefer to have this 'extreme' version of security as an optional feature. That way when im going for that score break or just want to play as long as possible, I can select it to ensure I don't accidentally disconnect.