Place prunes in bowl. Marinate in sherry overnight.
Preheat oven to 425 degrees.
Wash hens. Season cavities with salt and pepper.
Drain prunes. Stuff 3 prunes in 1-pound hens or 6 prunes in 2-pound hens. Close with toothpicks. Tie legs together.
Place in baking dish on rack. Brush with oil, salt, and pepper, and place in oven.
Bake 25 minutes.
Melt jelly with 2 tablespoons sherry.
Brush hens with glaze and bake 10 minutes. Repeat. Bake 45 minutes in all. If using 2-pound hens, cut in half down the middle. Arrange hens with 3 prunes under each half. Remove toothpicks and untie legs.