Preheat the oven to 450°. Spread the bread crumbs on a rimmed baking sheet and toast for 5 minutes, or until golden brown. Let the bread crumbs cool.
Arrange the hen halves, skin side up, on a large rimmed baking sheet. Brush the hens with 2 tablespoons of the olive oil and season generously with salt and pepper. Roast the hens for 30 to 35 minutes, or until golden brown and an instant-read thermometer inserted into a thigh registers 170°.
Meanwhile, in a medium bowl, whisk the remaining 6 tablespoons of olive oil with the parsley, vinegar, anchovies, capers, lemon zest, garlic, scallion, rosemary and thyme; season with salt and pepper. Add the bread crumbs and toss to coat. Arrange the hens on a platter, top with the bread crumbs and serve.
A fruity-style Chardonnay with hints of lemon and toast will accent those flavors in the bread crumb topping, while a brightly fruity Pinot Noir will highlight the juiciness of the game hens. Look for bottlings from California.