How to Make It
Light a grill. In a mini-processor, combine the bacon, garlic, mustard, thyme and a large pinch of cayenne and process to a coarse paste.
Lay the hens, skin side up, on a work surface. Press down firmly on the breastbones to flatten the hens. Using your fingers, carefully loosen the skin over the breasts and spread the bacon stuffing under the skin. Season the hens with salt and pepper.
Lay the hens on the grill, skin side down. Set a foil-wrapped brick or a cast-iron skillet on each hen and grill over a medium-low fire for about 25 minutes, or until the skin is deeply drowned and crisp. Check occasionally so that the hens don't burn. Turn the birds, replace the bricks and grill for about 25 minutes longer, or until the thighs are cooked through and the skin is crisp.
Transfer the hens to a platter, cover with foil and let rest for 10 minutes. Halve the birds lengthwise and serve.