Preheat oven to 425°F. Place Cornish hens in roasting pan. Brush with olive oil, season with salt and pepper, and sprinkle with 2 tsp. of the rosemary. Roast 20 minutes, and then reduce heat to 325°F. Roast 40-55 minutes more, or until cooked through.
Make sauce by melting butter in a skillet. Add apples and cook 2 minutes. Add brandy and reduce by half. Add 1 1/4 cup of chicken stock and remaining rosemary and bring to a simmer. Stir in stock/cornstarch mixture and cook until sauce lightly thickens. Season with salt and pepper and reserve on low heat.
When hens are ready remove from pan and let rest 10 minutes before dividing each one in to two portions. Remove excess from fat pan, and then add any remaining pan drippings to the sauce.