Step 1Place the hens in a large plastic food bag. Combine the oil, garlic, lemon juice, rosemary, Dijon, salt and pepper in a small bowl (do not use a processor as the marinade becomes too thick). Pour the marinade over the hens. Through the outside of the bag, work the marinade around the hens until they are coated. Marinate them several hours or overnight in the refrigerator. Let them rest at room temperature 1/2 hour before cooking.
Step 2When ready to cook, heat the oven to 400 degrees, line a large shallow roasting pan with heavy-duty foil. Remove the hens from the marinade; place the hens, skin side up, in a single layer in the pan. Roast the hens 30 minutes.
Step 3While they roast, oil the barbecue grill racks and prepare a fire.
Step 4Finish the hens on a grill over medium-hot heat until cooked as desired, about 15 minutes depending on the heat. First, grill the skin side, then the underside.
Step 5To serve, arrange the hens on a platter and garnish with rosemary and lemons. Serve hot, warm or at room temperature.