I'm making Cornish game hens for Thanksgiving No 2 (yes, I have to do 2. Sympathy accepted). Is there any advantage to dry brining the hens like one does a turkey? I think I'll bake them with an herb butter and lemon.....
Brines work the same way for cornish game hen's as they do for turkey—it's said to make the meat more flavorful (especially paired with something relatively simple like herb butter and lemon), but keep in mind that dry-brined birds have a much shorted cook time, so if you do decide to brine your hens, be sure to check on them frequently while they bake!
I've done both wet and dry brines on turkeys and have to say, beyond a day or so, I don't like what it does to the texture - makes it sort of bouncy (like deli turkey or ham.) So, with a Cornish hen being so small, I'd be afraid it would very quickly have that effect. I'd be inclined to just butter, baste and carefully watch their internal temp when roasting.
I love your idea of making hens for Thanksgiving! Brine or not to brine -- I am finding that cooks have different opinions on the issue. I fall into a no-brine camp, like amysarah, I am not a big fan of after-brine texture. That's very personal. I'd be inclined to do a nice spice or herb rub, or a glaze (say maple and cider, maybe orange), it would enhance the really nice flavor of the hens.