About 10 minutes prior to frying the game hens, clean and slice the mushrooms. In a 10 inch skillet over a medium flame, saute the mushrooms in 1 Tbl of butter until golden brown. De-glaze the pan with the wine. Place one cup of the Sauce Espagnole into a sauteuse or other sauce pan. Pour the sauteed mushrooms and wine into the sauteuse. Reduce the sauce over a very low flame.
Prepare for deep-fat frying. Use only peanut or safflower oil as the frying medium. Raise the heat to 365 degrees F. If you have a small deep-fryer, do one hen at a time.
Dry off the hens and fry them until they float, are crispy and golden brown - about 12-15 minutes. While the hens fry, verify that the sauce has reduced sufficiently, i.e. when it coats the back of a spoon. Check the sauce for seasoning. Cut off the heat. Whisk 2 Tbl of cold butter into the sauce.
Remove the hens from the oil. Drain them on paper towels. Season to taste with salt and cayenne pepper.
Dress a platter with some of the Sauce Bordelaise. Serve the hens on top of the sauce. Pass the remaining sauce.