Place the Game hens in a shallow glass dish or in a large resealable plastic bag and cover with the marinade. Marinate in the refrigerator for up to 6 hours, turning occasionally.
Preheat the oven to 425°F. Remove the hens and pat dry, reserving the marinade, and set them on a rack in a roasting pan. Roast in the oven for 30 minutes, brushing a few times with the reserved marinade. You can tell the birds are cooked through when the joint where the leg joins the body is no longer pink. Remove from the oven, let the hens rest for 5 minutes, then split lengthwise and serve.