Mix olive oil, 1 tablespoon Dijon mustard, lemon zest and juice, orange zest and juice, garlic, salt, and black pepper together in a large resealable bag. Add hens, seal bag, and coat hens with marinade. Refrigerate for at least 1 hour, flipping the bag 1 or 2 times to redistribute marinade.
Preheat oven to 450 degrees F (230 degrees C).
Mix orange juice, soy sauce, honey, 1/4 cup Dijon mustard, onion, ginger, and black pepper together in a bowl.
Remove hens from marinade and transfer to a roasting pan, discarding leftover marinade.
Roast hens in the preheated oven for 50 minutes. Brush hens with orange glaze and roast for 5 more minutes. Flip hens, brush with more glaze, and roast until meat is no longer pink in the center, about 5 more minutes. An instant-read thermometer inserted near the bone should read 165 degrees F (74 degrees C).