Combine the orange zest and juice, the lime zest and juice, and the honey, salt, and pepper in a small bowl. Cover and refrigerate until ready to use.
Remove the Cornish hens from their packages and pat dry with paper towels.
Place the hens side by side in a roasting pan, but try to keep them from touching. If a second roasting pan is needed, use it. Then rub the hens down with olive oil.
Roast the hens for about 1 hour and 15 minutes. After the first 30 minutes, brush them with a portion of the citrus glaze. Repeat the glaze application several times during the last 30–45 minutes of cooking.
The hens are ready when the juices run clear and a meat thermometer reads 165° F when inserted into the thickest part.
These can be prepared the day before, stored in the fridge overnight, and reheated. To reheat, place the hens in a preheated 300° F oven and tent with foil to prevent over browning. Bake for about 20–25 minutes. Don't use a microwave, which will dry out the meat.