I don't see any reason why you'd need to treat Cornish hens any different than other fowl. My cat gets chicken necks/wings every now and then, and sometimes we get our hands on some quail (a bit smaller than Cornish hens, I think?), and he loves that too -- we usually just chop them down into meal-sized portions. I usually just hack them up at the joints.
I've never fed Cornish hens, so I can't speak from experience. However, I hunt grouse (kind of like wild chicken, but a little smaller), and recently tried giving my cat grouse raw-meaty-bones, and he loved them too.
I'd say just cut them down to something that resembles the bone meals you usually feed your cat. Heck, with quails, sometimes we just cut them in half, or even leave them whole, and just let the cat chomp as much as he wants!