Thaw the Cornish hens about 1 day in advance.

mix together the orange sauce, honey, hot sauce and melted butter in a medium bowl until thoroughly combined.

Place the hens in a shallow bowl and drizzle the sweet and spicy marinade over the top.

Refrigerate for about an hour.

Heat 1/2 of the grill to about 350 degrees Fahrenheit.

Place the chickens into a cooking bag and pour any excess marinade in with them.

Place the bag in a shallow aluminum pan.

Place the pan on the non lit side of the grill and close the lid.

Cook for about 1 1/2 hour at 350 degrees Fahrenheit.

Use a meat thermometer to make sure the hens are thoroughly cooked.