Preheat the oven to 375°F; arrange the frozen sausages in a roasting pan and roast until cooked through, about 18 to 20 minutes. Set the sausages aside until they are cool enough to handle; then slice them into 1/4-inch thick slices. Reserve the pan. Turn up the heat to 475˚F.
Meanwhile, finely chop one onion and coarsely chop the other. Combine the sliced sausages, bread, finely chopped onion, 2 tablespoons of the butter, the sage, thyme, 1/4 teaspoon salt, and 1/4 teaspoon pepper. Season the hens inside and out with an additional 1/4 teaspoon salt and 1/4 teaspoon pepper. Stuff each hen with one fourth of the bread mixture and tie the legs. Arrange the hens on a rack in a shallow roasting pan and drizzle the wine and remaining 1 tablespoon butter over them.