Dude... beer can chickens! Do you have a copy of How to Grill? If not, get one. One of the recipes is for a chicken sitting on an open beer can. You can modify it for game hens, too.
Actually, this recipe is mentioned in a couple of Steven's other books, one of which happens to be called Beer Can Chicken. That particular book has a lot more off-the-wall ideas, in case chicken on a beer can isn't to your liking.