Prepare outdoor grill for cooking or preheat broiler. Split hens in half lengthwise.
TIP: New Mexican ground red chile is available in the dried spice section of many supermarkets. Commercial chili powder, which contains cumin and other spices, is an acceptable substitute.
In small bowl, combine salt, pepper and ground red chile. Rub hens with oil and rub in salt, pepper and chili mixture.
Grill or broil 20 to 25 minutes, turning 2 to 3 times during cooking until hens are a rosy brown and juice run clear when thigh is pierced. A meat thermometer inserted in thickest part of thigh should register 180°F. Serve hens with lime wedges.