Place preheat the Holland Grill. Wash hens and pat dry. Rub with the olive oil. Prepare marinade in bowl and divide into two zip lock bags. Reserve a little marinade for basting. Place two hens in each bag to marinate overnight, turning occasionally.
Remove hens from bags and season with salt and pepper. Grill for 50-60 minutes. Baste hens with reserved marinade half way through grilling.
Quail, duck or partridge may be substituted for Cornish hens.