Rub garlic heads with 1 teaspoon oil. Loosely wrap in foil. Grill garlic 40 minutes or until cloves are soft.
With kitchen shears, cut along one side of backbone of one hen, from tail to neck. Repeat on other side; remove back bone. Repeat with other hens.
Mix chopped garlic, thyme, salt, pepper and remaining oil in bowl.
With fingers, loosen skin on breasts. Rub garlic mixture under skin. Tuck wings in back; tie legs together with string for neat bundles.
Place hens on grill 5 inches above coals; cover and grill 25 minutes or until no longer pink near bone; turn occasionally. Let rest 10 minutes before cutting up. Remove string. Cut through center of breast bone to separate hens in half. Arrange on platter with roasted garlic and thyme garnish.