In a Dutch oven, combine water, salt, and pickling spice; bring to a boil. Remove from heat and chill completely.
Thaw Cornish game hens, if frozen. Rinse hens and pat dry. Submerge hens in chilled pickling marinade. Marinate in refrigerator 12 hours.
Prepare charcoal or gas grill or traditional smoker for Indirect smoking on Low Heat (follow instructions in owner’s manual). Use two layers of charcoal for smoker. For best results for this recipe, use wine barrel chips, hickory or mesquite chips or chunks, or fruit woods (such as cherry or peach).
Remove hens from marinade; discard marinade. Pat hens dry with paper towels; brush off excess pickling spice.
Place hens on cooking grate of fully smoking grill or smoker. Smoke 3 to 4 hours over charcoal or 45 to 60 minutes over gas, or until meat thermometer inserted into thigh registers 180°F (82°C). Hens should be tender and juices should run clear.