Preheat oven to 400 degrees F. Sprinkle the cavity of each hen with salt and pepper; add one onion quarter and one thyme sprig to the cavity of each hen. Place hens in a roasting pan or large baking dish; pour 1 cup of the sherry over hens and inside cavities. Arrange hens, breast sides up, in roasting pan. Rub hens with butter to coat; sprinkle with salt and pepper.
Meanwhile, in a medium saucepan combine oil, shallot, and the remaining 1/2 cup sherry. Bring to boiling over high heat. Stir in raisins, dates, apricots, and a pinch of salt; immediately remove from heat. Cover and let stand for 5 minutes. Stir in almonds, honey, and cumin.
Cut each hen in half lengthwise. Arrange hen halves on serving platter; pour pan drippings over hens. Top with fruit-almond mixture.