How to Make It
Preheat the oven to 350°. In a small bowl, mix the 1/4 cup of vegetable oil with the paprika, garlic powder and 2 teaspoons of salt; season with pepper. Place the hens in a large roasting pan and loosen the breast skin. Brush the seasoned oil all over the outside of the hens and between the breast meat and the skin. Let stand at room temperature for 30 minutes.
In a medium skillet, heat the remaining 1 tablespoon of vegetable oil. Add the mushrooms and cook over moderately high heat until golden brown, about 3 minutes. Add the onion and celery and cook over moderate heat, stirring occasionally, until tender, about 5 minutes. Season the mushrooms with salt and pepper and transfer to a medium bowl.
In another medium bowl, pour the water over the challah and let stand for 1 minute. Squeeze most of the water from the challah, then chop it into 1/2-inch pieces. Add the challah to the mushroom mixture. Stir in the parsley and season the stuffing with salt and pepper.
Spoon 1/2 cup of the challah stuffing into the cavity of each hen. Spoon the remaining stuffing between the skin and breast. Using butcher string, tie the legs of each hen together. Roast the hens, breast side up, for 1 hour, or until the skin is golden brown and an instant-read thermometer inserted into the stuffing registers 165°. Transfer the hens to plates and let rest for 5 minutes. Drizzle the hens with the pan juices and serve.