Split the hens lengthwise, rinse and pat dry. In a small bowl, combine olive oil, lemon juice, crushed pepper and salt. Place the hen halves in a plastic bag. Set the bag in a bowl. Pour the marinade over the hens. Cover and refrigerate for several hours or overnight, turning the hens occasionally. When the charcoal briquets are medium hot, arrange them around a drip pan in a covered grill. Just before grilling, add the rosemary sprig to the coals. Remove the hens from the marinade and place them, skin side up, on the grill over the drip pan. Cover the grill and cook the hen halves for 45 minutes or until done, basting occasionally with the marinade.