Place Cornish hen in a large resealable plastic bag. In a small bowl, combine the remaining ingredients. Pour half of the marinade over hen; seal bag and refrigerate for 8 hours or overnight, turning several times. Refrigerate the remaining marinade for basting.
Drain and discard marinade. Place hen, skin side up, in a greased 9-inch square baking dish. Bake, uncovered, at 400 for 30 minutes. Baste with reserved marinade. Bake 20-30 minutes longer or until a meat thermometer reads 180. Cut in half to serve.