I agree with Quail hound on the frying but it is easy to dry out. Deep frying also great and easy to keep moist. I smoke 75% of the birds I shoot. Here is a recipe I used to cook some up for the people at work. I used some grouse and some pheasant with this recipe and everyone really liked it. The recipe is from allrecipe.com Tender Pheasant
http://allrecipes.com/Recipe/Tender-Pheasants/Detail.aspx
Ingredients
4 small pheasants, cleaned and rinsed
1/2 pound sliced bacon
1 (10.75 ounce) can condensed cream of mushroom soup
1 cup sour cream
1 cup water
1 small onion, chopped
1 (1 ounce) package dry onion soup mix
1 (4.5 ounce) can sliced mushrooms
salt and ground black pepper to taste
Directions
1.Place the pheasants into a large slow cooker. Wrap and drape the bacon over the birds, covering the pheasants as much as you can. Whisk the condensed soup, sour cream, water, chopped onion, onion soup mix, and mushrooms together in a mixing bowl. Season to taste with salt and pepper. Pour over the pheasants.
2.Cook on Low for 8 to 10 hours, or on High for 5 to 7 hours.