Preheat oven to 375 degrees F. Season both sides of hen with salt and pepper. In a large oven proof skillet heat oil over medium high and add hens skin side down. Cook until skin begins to set and crisp about 5 to 7 minutes. Turn and cook another 3 to 5 minutes
Place hens, still skin side down on a rack that’s placed on a baking sheet and transfer to preheat oven. Cook about 15 minutes then return skin side up and continue cooking another 15 minutes, until golden crisp and temperature reaches 180 degrees F. Remove and rest.
In the meantime using the same skillet as the hen cooked in, return to stove top over medium heat and add pancetta. Cook until crisp, about 5 to 7 minutes. Stir in onions and garlic, scraping any bits from the bottom with a wooden spoon, and cook until onions are pale yellow, about 3 to 5 minutes.
Add mushrooms and cook until almost tender, about 3 to 5 minutes more. Stir in tomatoes, rosemary, bay leaf, broth, salt and pepper. Bring to a boil, cover and reduce heat to low. Let simmer about 20 minutes for flavors to reduce and intensify.
Serve ragu over game hen.