Mix the butter, sage, and garlic together in a small bowl.
Pat the game hens dry, then carefully separate the skin from the breast and spread some of the butter mixture underneath. Spread the remaining butter mixture on the outside of the hens, and generously season with salt and pepper. Place two lemon wedges in the cavity of each hen, then loosely tie the legs together with butcher’s twine.
Place the hens on a lightly oiled shallow roasting pan, then transfer to the oven. Roast for 20-25 minutes until the skin starts to brown.
Reduce the oven temperature to 350°F and continue roasting for another 30-35 minutes, until the internal temperature of the hens reaches 170°F.
Transfer the hens to a cutting board, loosely tent with foil, and allow them to rest for 10 minutes before carving.