Preheat oven to 425 degrees F.
Place hens on a sheet tray fitted with a cooling rack in the refrigerator to dry skin out for 1 hour. Meanwhile, in a small pan over medium heat, melt butter with sage, zest, salt and pepper. Remove hens from refrigerator. Preheat 2 large saute pans over medium heat, lightly coat with oil. Season hens with salt and pepper and sear, skin side down, in the pans. Sear until skin caramelizes and turns golden brown and crispy, about 7 to 10 minutes. Flip birds over, and baste with sage butter. Sprinkle tops with chopped bacon and place in preheated oven to finish cooking, 25 to 30 minutes, basting occasionally. Let rest 10 minutes before serving.