In a small pan, toast the coriander, fennel, anise and fenugreek seeds over medium heat. Using a coffee grinder, grind the seeds. Add cinnamon, paprika, honey and olive oil. Set aside.
Split the cornish hens in half lengthwise, de-boning is optional. Rub the spice mixture liberally over the hens. Place in the fridge.
In a large, ovenproof skillet, heat the grape seed oil over medium-high heat. Season the hens aggressively with salt and add them to the pan, browning the skin for about two minutes.
Place the whole skillet in a preheated 375 degrees Fahrenheit oven, and roast for approximately 10 to 12 minutes (or until juices from the thigh run clear when it is pierced). Remove the birds and cover with foil.
Pour any excess oil from the skillet. Deglaze the pan with sherry. Allow the liquid to reduce by half over a medium-high heat and gently whisk butter into the reduction, adding the olives toward the end.