To prepare stuffing, bring 3 cups broth to a boil in a medium saucepan. Add wild rice; cover, reduce heat, and simmer 50 minutes or until tender. Drain, and set aside.
Preheat oven to 400°.
Melt margarine in a large nonstick skillet over medium heat. Add onion, celery, and chopped fennel; sauté 10 minutes or until tender. Stir in rice, chopped apricots, and next 4 ingredients (chopped apricots through pepper). Remove from heat.
To prepare glazed hens, remove and discard giblets and necks from hens. Rinse hens with cold water, and pat dry. Remove skin, and trim excess fat. Split hens in half lengthwise. Spoon 4 (1-cup) mounds of wild rice stuffing into a shallow roasting pan coated with cooking spray. Place hen halves, meaty sides up, on top of mounds. Combine 1/4 cup orange juice and apricot preserves in a small bowl. Spoon 1 1/2 tablespoons orange juice mixture over each hen half. Bake at 400° for 40 minutes or until juices run clear.
To prepare sauce, place a nonstick skillet coated with cooking spray over medium-high heat until hot. Add shallots; sauté 5 minutes or until tender. Add 3/4 cup orange juice, 1/2 cup broth, and lemon juice; bring to a boil over medium-high heat, and cook 5 minutes. Combine Madeira and cornstarch; add to skillet. Bring to a boil; reduce heat, and cook 2 minutes or until thick, stirring constantly. Serve sauce over hens. Garnish with fennel fronds, if desired.