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Step 1
Preheat. Preheat your grill to 325 degrees F and set it up for indirect cooking (meaning there is an area with no direct heat underneath the grates). If cooking on a smoker, use light hardwoods like alder, maple, pecan, or apple.
Step 2
Make the stuffing. In a Dutch oven add sage sausage and brown over medium-high heat. Add in the butter followed by the diced onion and celery and cook until translucent, about 3-4 minutes. Remove the pan from the heat and stir in the sage, salt, pepper, apples, cranberries, bread, chicken broth, and eggs.
Step 3
Stuff. Stuff the bread mixture inside the cavities of the Cornish hens. Add any additional stuffing to small ramekins or an 8-10 inch cast iron skillet.
Step 4
Season. In a small bowl, combine the Chicken rub and mayonnaise. Pat the outside of the hens dry, then apply the wet rub, using a rubber spatula or a backside of a spoon to help distribute the seasoning paste.
Step 5
Smoke. Place the pan of stuffing and the Cornish hens, breast side up, on the grill, and close the lid. Cook for 45-60 minutes. You want an internal temperature of at least 165 F in the thickest part of the breasts AND in the stuffing.
Step 6
Serve. Remove the Cornish hens to your serving platter and rest (without covering) for 5 minutes before serving.