Combine lemon juice, rind, shallot, 1/2 cup olive oil, and thyme in a large baking dish. Add hens and rub with the marinade, inside and out. Cover and marinate in the refrigerator for at least 1 hour, or up to 4. Remove from marinade, wipe any excess marinade off, and season with salt and pepper. Preheat oven to 375 degrees F. Heat 2 tablespoons of the oil in 2 separate saute pans over medium-high heat. Sear the hens in separate pans until golden brown on all sides. Transfer the hens to a large roasting pan and roast in the oven for 45 to 50 minutes or until cooked through. Remove the hens to a platter and let rest. Place the roasting pan over 2 burners on top of the stove set at medium-high heat. Degrease the pan leaving only 2 tablespoons of the drippings. Add the minced shallots to the roasting pan and cook until lightly golden brown. Add the wine and cook until reduced. Add the stock, lemon segments, and finely grated zest and cook until reduced by half. Add the 1 tablespoon thyme and season with salt and pepper, to taste. Serve with Roasted Brussels Sprouts with Serrano Ham.
Preheat oven to 400 degrees F. Heat 1 tablespoon of oil in a medium saute pan over medium-high heat. Add the ham and cook until golden brown and crisp. Remove with a slotted spoon to a plate lined with paper towels. Toss the Brussels sprouts with the remaining oil and place in a medium roasting pan and season with salt and pepper, to taste. Roast until just cooked through, about 20 minutes. Add the ham and stir to combine.