PREP: Preheat oven to 400 degrees Fahrenheit and arrange rack at center.
ROAST THE HENS: Drizzle roasting pan with a tablespoon of olive oil and arrange onions in a single layer at the center. Place Cornish hens on the onions and brush them all over with about a tablespoon of oil each. Sprinkle each bird evenly with the mixed salt and pepper inside and out. Add a half lemon to the cavities of the hens. Tuck wings under the bodies and tie the legs together with kitchen twine. Pour the two cups of broth into the roasting pan around the birds. Roast for 70-80 minutes OR until instant read thermometer inserted in the thigh (not touching bone) reads 180 degrees Fahrenheit or until juices run clear if you slice between the breast and thigh. (Cornish hens vary in size, so time is flexible.) Meanwhile, make the dressing and add it to the oven after 30-40 minutes.
MAKE DRESSING: Butter a 2-quart casserole and set aside. In a large deep skillet or in a 6-quart pot, melt the butter over medium heat and add the onions and celery. Season with the salt, pepper, cayenne, sage, thyme, fennel, if using, and parsley. Stir and cook for 10 minutes or until vegetables are tender. Turn off burner. Add the baked crumbled cornbread and cooked brown rice; mix well. Add the cranberries and stir again. Taste and adjust seasonings. Pour the beaten egg and broth evenly over the cornbread mixture and mix for two minutes or so or until everything is moist but not drippy, adding a little more broth as needed. Bake in the oven with the Cornish hens for 35-45 minutes or until crispy and hot.
REST HENS, MAKE PAN SAUCE (JUS), AND SERVE HOT: When Cornish hens and dressing are done, remove the hens to a carving board and tent with foil. Cover the casserole with dressing with foil to keep warm. Place the roasting pan on a burner, pour the cup of white wine into the pan with the roasted onions and heat over medium flame. The broth you added earlier to the roasting pan may have cooked away, but its flavor remains. Simmer, stirring up any brown bits, for a few minutes until wine has lost its edge or rawness and then stir in the tablespoon of butter. Let butter melt for a minute, stir the sauce, and taste, adjusting for seasonings as needed. You may not need any salt at all. Carefully pour the sauce into small bowl with a ladle or in a pitcher.
Add a hen to each plate, spoon dressing to the side, and drizzle with pan sauce (jus).