With poultry shears or scissors cut the backbones of the hens. Place each hen, open, breast side up, on the kitchen counter. Press down on the breastbones with the heel of your palm to flatten them.
Skin the hens and prick them all over with a fork. Make diagonal slashes, 1/2 inch deep and 1 inch apart, on the meat, along the grain. Make a slit with a paring knife in the meat between the thigh and the breast. Secure the ends of the legs through the slit. Put then hens in a large shallow dish. Mix the food colorings in a shallow bowl and paint the hens. Remove them to another plate and reserve.
Combine all the ingreidents of the marinade with the remaining coloring in the bowl. Mix thoroughly, then coat the hens with the marinade; push it into the slits, to coat them evenly. Cover with plastic wrap and refrigerate overnight (maximum 2 days) or marinate at room temperature for 1 hour. Take the hens from the refrigerator 1 hour before cooking.
Prepare and light a covered charcoal grill or preheat an oven to 550. Coat the hens lightly with oil. Place them, breast side down, on a rack and barbecue, covered vent opens, turning 3 or 4 times, without further basting, for 25 minutes or until the juices run clear when pierced with a knife at the joint. Alternately, roast the hens set on racks in a baking dish for 20 to 25 minutes. Serve immediately, with slices of cucumber, tomatoes, and onions if desired.