In a small saucepan, saute the shallots in the butter over medium heat until translucent, about 5 minutes. Add in the clementine zest and juice, cranberry, brown sugar and rosemary. Simmer until thick, about 10 minutes. Set aside to cool.
Season the game hens liberally with salt and pepper. Using a basting brush, paint each bird entirely with the glaze. Cover the wing tips with foil to keep them from blackening too much.
Place the glazed birds in an enameled cast-iron Dutch oven. Roast for 20 minutes, and then reglaze the birds. Check after 15 more minutes; if the sugars in the glaze are turning too brown, lightly tent the Dutch oven with foil to protect the skins. Baste again after 45 more minutes, then check with an instant-read thermometer after another 5 minutes; the thighs must register at 165 degrees F, the breasts at 170. Let rest for 10 minutes and serve.