Dry brine the Cornish hens. Remove the Cornish hens from their packaging and pat them thoroughly dry with paper towels. Sprinkle kosher salt all over each hen - you will need about ½ - ¾ tablespoon of kosher salt per hen. Then place them on a wire rack set over a sheet pan and refrigerate uncovered overnight.
Heat up the grill. After dry brining, preheat your grill for indirect cooking with charcoal and a few wood chunks of your choice. *For pellet grilling, preheat your grill to about 325℉.
Season the hens. Remove the hens from the fridge, and spray the tops and sides with cooking oil spray. (The bottom should still be fairly moist after dry brining on the wire rack). Sprinkle all sides of the hens with all-purpose seasoning.
Place the hens on the spit. Thread the Cornish hens onto the rotisserie spit, and make sure they are held tightly in place with the rotisserie forks. *NOTE - I like to position them so the thicker breast portions are toward the outside and the thinner leg/cavity areas are nestled together in the middle. This creates more even cooking since the meatier parts get more exposure to the fire, and the thinner cavity areas are pressed together to make them thicker.
Grill the Cornish hens on the rotisserie. Secure the loaded spit on your grill and start the motor. Then allow the Cornish hens to cook until the internal temperature reaches about 155°F and it’s time to start glazing.
Make the glaze. Combine the jalapeño jelly, orange marmalade, and orange juice in a small saucepan. Heat over medium heat, stirring occasionally, until everything comes to a boil. Remove from heat and set aside. See notes.
Glaze and continue cooking until done. Once the birds hit 155°F, brush on the orange jalapeño glaze liberally, letting it set a few minutes in between coats for the glaze to caramelize. You’ll probably need to apply about 3-4 coats depending on the consistency of your glaze. Continue grilling until the thickest part of the thigh and breast reach an internal temperature of 165°F. Then, using heat-proof gloves, pull them off the rotisserie and let them rest for 5-10 minutes before serving.