Remove giblets from hens and discard or reserve for another use.
Cut hens in half, removing the backbone (discard); sprinkle halves with salt and pepper and place, skin side down, about an inch apart in a shallow roasting pan.
In a small bowl, combine butter and dry mustard, stirring until well blended.
Bake birds in a 400°oven for 30 minutes, basting with mustard-butter mixture, using it all; turn hen halves skin side up and add mushrooms, turning them in the drippings; return birds to the oven and bake for 30-40 more minutes or until hen halves are golden brown and meat near thighbone is no longer pink when slashed; baste hen halves and mushrooms several times with pan drippings.
Arrange hen halves and mushrooms in a serving dish; keep warm.
Stir 1/2 cup of the milk into pan drippings, scraping browned bits free.
In a pan, blend flour with remaining 1/2 cup milk until smooth; gradually stir in pan drippings; cook over medium heat, stirring constantly, until mixture boils and thickens; stir in Dijon mustard.
Pour sauce into a bowl and pass at the table to spoon over individual servings.