Remove giblets from hens; reserve for other uses. Rinse hens with cold water, and pat dry; truss. Place hens, breast side up, in a shallow baking pan; brush with melted butter. Bake at 400° for 20 minutes; reduce heat to 350°. Cover, and bake an additional 35 minutes or until tender. Transfer hens to a serving platter, and keep warm. Reserve 1/4 cup pan drippings.
Combine drippings and remaining ingredients in a medium saucepan. Cook over medium-high heat, stirring constantly, until thickened and bubbly. Serve gravy with Cornish hens.