1. About 10 minutes ahead, preheat gas grill or about 1/2 hour ahead, light charcoal briquettes. Using poultry shears or knife to cut hens in half, cutting through breast and backbones. Arrange on platter. Make basting sauce.
2. Lemon-Herb Basting Sauce: Remove rosemary needles from sprig; discard sprig. Place rosemary on cutting board with garlic, sage, oregano, and lemon zest; mince. Transfer to a small bowl; stir in lemon juice, oil, soy sauce, mustard, salt, and peppers. Let stand 10 minutes (or cover and refrigerate up to 2 days).
3. Grill hens, covered, over low to medium heat until golden brown, turning as needed to prevent burning. When hens are browned as desired, reduce temperature or transfer hens away from direct heat and finish cooking with indirect heat. Grill until no longer pink at the bone, about 40-45 minutes total. Baste a couple of times with Lemon-Herb sauce during the first 25 minutes of grilling (stop basting at least 10 minutes before cooking time is up to avoid contaminating cooked chicken with raw chicken juices). Discard leftover basting sauce.