1. Place hens on a baking sheet fitted with a cooking rack and refrigerate for 1 hour to allow skins to dry.
2. In a small pan over medium heat, heat butter, sage, lemon zest, salt and pepper until butter is melted.
3. Preheat over to 425 degrees.
4. In 2 large sauté pans over medium heat, heat oil. Season hens with salt and pepper and sear, skin side down, in the pans for about 7 to 10 minutes, until skin caramelizes and turns golden brown and crispy.
5. Flip hens over and baste with sage butter. Sprinkle tops with bacon, then place in oven for 25 to 30 minutes, basting occasionally. Let cool for 10 minutes before serving.