For more-generous portions, cook one hen per person. If you do, use two roasting pans, and double the other ingredients.
Preheat oven to 450 degrees. Place hens in a roasting pan, breast sides up. Place 2 thyme sprigs and 1 lemon half in cavity of each hen. Loosen skin from breast, and place remaining thyme and the parsley underneath. Squeeze remaining lemon halves over hens. Rub butter all over hens. Season generously with salt and pepper.
Roast hens, rotating pan halfway through, until skin turns golden brown and an instant-read thermometer inserted into the thickest part of the thigh registers 180 degrees, 45 to 50 minutes. Let stand 10 minutes. Cut hens in half lengthwise. Garnish with thyme sprigs, and serve with lemon wedges.