Thaw and pat the Cornish hens dry with a paper towel. If you have time, let them sit, uncovered in the fridge overnight. This will prevent the hens from drying out.
In a small bowl, mix together the Old Bay seasoning, Italian seasoning, smoked paprika, lemon pepper and sea salt to create a dry rub mixture. Set to the side.
Place the onions, sliced lemons, and half of the sage and rosemary into the roasting pan or Dutch oven.
Brush the hens with melted butter, olive oil, and minced garlic mixture.
Rub the hens thoroughly with the dry rub mixture, coating all sides evenly.
Arrange the Cornish hens into the roasting pan or Dutch oven, and place the remaining sage leaves, sprigs of rosemary, and sliced lemon in between the Cornish hens.
Bake, uncovered, in a preheated oven at 375 ° F until an instant-read thermometer reads inserted into the thickest part of the thigh registers 165 ° F and the juices run clear. (Cooking time: 45 minutes to an hour)
If the skin on the hens is browning too quickly, loosely tent the hens with foil and continue to cook.
When finished baking, remove the pan from the oven and let it stand for 15 minutes.
Serve.