Make the marinade by adding 3 cups of olive oil to a medium sized mixing bowl.
Zest about ⅓ cup each of the oranges, lemons and limes.
Squeeze the oranges, lemons and limes to get about 1 full cup of juice.
Add the zest, juice, chopped rosemary, minced garlic, salt and pepper to the olive oil and stir well to combine.
Halve the cornish hens by removing the backbone and the keel bone along the breast.
Add the half chickens to a lidded container and pour the marinade over the chicken to cover. Place the chicken in the fridge for 12 hours.
Do not rinse when finished. Sprinkle a thin layer of Jeff's Texas style rub onto the skin side of the chicken halves.
Setup your smoker for cooking at about 275°F if possible using orange wood, or any citrus/fruit wood or even pecan, oak or hickory if that is all you have.
Smoke cook the cornish hens skin side up for about 1 hour and 15 minutes at 275°F or until they reach 165°F in the thickest part as measured by a meat thermometer.
When the chicken is done, it can be served immediately.