For the pate: Coat a large saute pan with olive oil and add the capers, anchovies and garlic. Bring to medium heat and cook, stirring occasionally, until the anchovies dissolve, 3 to 4 minutes.
Add the chicken livers, turn the heat to high and cook for 5 to 6 minutes, stirring occasionally. Add the wine and cook until the wine has reduced by half, 4 to 5 more minutes; the mix will still be pretty soupy.
Transfer the mixture to a food processor and puree until smooth. Season with a little salt and loosen with a little olive oil if needed. Set aside to cool completely. Put into a pastry bag.
For the game hens: Place the game hens on a clean work surface. Loosen the skin under the breast, legs and thighs and, using the pastry bag, stuff the chicken liver pate under the skin. Set aside.
Preheat the oven to 400 degrees F.
Drizzle the game hens with olive oil and sprinkle with salt and pepper. Add the fennel pollen, crushed red pepper flakes and lemon zest. Place the whole shootin' match in the oven for about 20 minutes. Remove from the oven, turn on the broiler and place under the broiler. Broil for 2 to 3 minutes. Remove the pans from the oven. Check the game hens for doneness; they should be cooked through but still succulent and juicy. Let rest for about 5 minutes.
Remove the game hens from the pan. Cut the game hens in half and separate the breasts from the dark meat. Each plate gets half a game hen. Reserve on a large platter.
Remove the excess fat from the saute pan and add the chicken stock, white wine and rosemary. Cook over high heat until the liquid has reduced by more than half. Taste and season with salt. Finish the sauce with the butter.
Spoon the juices over over the game hens. Garnish with the chives. Tastes like chicken!