The day before, thaw the hens and brine them overnight in a solution of a cup of salt in a gallon of water. A food storage bag works well. Store the bags in the refrigerator during the brining process.
When ready to start cooking, dump the salt water and rinse the hens very well inside and out. Pat dry. Divide the orange peel and apples and stuff the cavity with them. Season the hens with salt and coarsely-ground black pepper.
In a saucepan big enough to fit all the birds, for which you have a tight-fitting cover, fry four slices of bacon with the butter until crisp. Place the hens in the pot and brown them all around.
Roll the hens breast side up. Sprinkle in the chopped shallot and insert the thyme sprigs between the birds. Also add any leftover pieces of apple. Pour in the wine around the birds. Season the birds with salt and pepper or Creole seasoning. Cover the birds with the remaining six slices of bacon.
Fit the cover onto the pot, and put it into the preheated oven at 375 degrees for an hour and twenty minutes. Open the pot where your diners can smell the aromas. Remove the hens with tongs, allowing the liquids to drain briefly, and place one on each plate, with a slice of bacon draped over it.