Rinse hens and pat dry, split them lengthwise. Cut all the way through with a heavy sharp knife. Combine the remaining ingredients in a medium-sized bowl, whisking to emulsify. Place the hens in two resealable bags and divide the marinade evenly between them. Marinate for up to 4 hours in the refrigerator.
Preheat the grill on HIGH. Reduce to MEDIUM and lightly oil the cooking grids. Place the hens skin side down, and sear 1-2 minutes, turn and sear the other side. Close the lid, reduce heat to LOW, cook 25 minutes, turn and baste twice while grilling.