Preheat the air fryer to 400 degrees for 8-10 minutes.
Remove the hens from their packaging, drain out water, and pat dry the skin using a paper towel.
Place a stick of unsalted butter in a small bowl and add a tablespoon of canola oil; place the bowl into a microwave and heat on high until the butter is melted. Remove the bowl.
Add the lemon pepper seasoning, lemon juice, and sea salt, and stir to combine.
Generously add salt and freshly cracked black peppercorns.
Coat the Cornish hens with the lemon, pepper, and butter mixture using a small brush.
Place two Cornish hens in an air fryer basket and cook for 30 minutes. Open the basket, turn the hens over, and cook them for 15 minutes. Check for doneness using an instant-read thermometer; the internal temp should be 165 degrees.
If your oven has an air fryer setting, adjust the temperature to 400 degrees. Brush a large cooking sheet with two tablespoons of canola oil, and place the hens on the pan 2-3 inches apart. Place the cooking sheet on the middle rack and cook for 30 minutes. Open the oven, turn the hens over, close the door, and cook for an additional 15 minutes.
Since Cornish hens can often range between 1 to 2 pounds, cook the smaller one-pound hen for around 35 minutes and the larger two-pound hen for 40 minutes. Regardless of size, after 35 minutes of cooking, use an instant-read thermometer to check the temperature; when you get a 165-degree internal temperature, the hen is finished cooking. Insert the thermometer into the thickest part of the breast, away from the bone, to get an accurate reading.
Remove the hens from the air fryer and allow them to rest for 10 minutes.
Garnish the Cornish hens with freshly minced parsley.
Serve whole or cut them in half.