Preheat oven to 425 degrees F. For tapenade, in a small bow,l combine olives, capers, garlic, anchovy paste (if desired), and orange peel. Stir in 1 tablespoon olive oil.
Loosen skin on hens. Using your fingers, carefully spread tapenade evenly under skin of each hen half. Brush hens with 1 tablespoon olive oil; sprinkle both sides of each hen half with salt and pepper. Arrange hens, cut sides down, in a large ovenproof skillet. Roast, uncovered, about 35 minutes or until an instant-read thermometer inserted in one of the inside thigh muscles registers 180 degrees F (the thermometer should not touch bone).
Remove hens from oven. Transfer to a warm serving platter; cover and keep warm. For sauce, drain all but about 1 tablespoon of the drippings from the skillet. Add shallots to drippings in skillet; cook and stir over medium heat for 2 to 3 minutes or until shallots are tender. Remove skillet from heat. Add wine and chicken broth. Return skillet to heat. Cook and stir to loosen browned bits from skillet. Bring mixture to boiling; reduce heat. Simmer, uncovered, for 5 to 10 minutes to reduce slightly. (Should have about 1/2 cup sauce.) Stir together softened butter and flour. Whisk into sauce until slightly thickened. Stir in snipped thyme. Spoon sauce over hens. If desired, garnish with thyme sprigs. Makes 4 servings.