I roast them just like a chicken or make Cacciatore out of them. It is extremely tender in Cacciatore. Just substitute pheasant for chicken:
4 chicken thighs
2 chicken breasts with skin and backbone, halved crosswise
2 teaspoons salt, plus more to taste
1 teaspoon freshly ground black pepper, plus more to taste
1/2 cup all purpose flour, for dredging
3 tablespoons olive oil
1 large red bell pepper, chopped
1 onion, chopped
3 garlic cloves, finely chopped
3/4 cup dry white wine
1 ( 28-ounce) can diced tomatoes with juice
3/4 cup reduced-sodium chicken broth
3 tablespoons drained capers
1 1/2 teaspoons dried oregano leaves
1/4 cup coarsely chopped fresh basil leaves
Sprinkle the chicken pieces with 1 teaspoon of each salt and pepper. Dredge the chicken pieces in the flour to coat lightly.
In a large heavy saute pan, heat the oil over a medium-high flame. Add the chicken pieces to the pan and saute just until brown, about 5 minutes per side. If all the chicken does not fit in the pan, saute it in 2 batches. Transfer the chicken to a plate and set aside. Add the bell pepper, onion and garlic to the same pan and saute over medium heat until the onion is tender, about 5 minutes. Season with salt and pepper. Add the wine and simmer until reduced by half, about 3 minutes. Add the tomatoes with their juice, broth, capers and oregano. Return the chicken pieces to the pan and turn them to coat in the sauce. Bring the sauce to a simmer. Continue simmering over medium-low heat until the chicken is just cooked through, about 30 minutes for the breast pieces, and 20 minutes for the thighs.
Using tongs, transfer the chicken to a platter. If necessary, boil the sauce until it thickens slightly, about 3 minutes. Spoon off any excess fat from atop the sauce. Spoon the sauce over the chicken, then sprinkle with the basil and serve.
When I do a whole bird I use one of those roasting bags for chickens. Add a little water or chicken broth, some taters, onion, celery and carrots and cook. Even with the skin off they stay moist in the roasting bag.
I cook them the same way I do wild turkey....skin on, light coat of corn oil, lay 3 or 4 strips of bacon across the breasts, and put in an oven bag. Roast at 350, but don't overcook. Make pan gravy out of the drippings.
Even if done right, the breast meat will be slightly dry, but that's the nature of the beast. The pan gravy should make it moist enough to be enjoyable. Bon apetit!!
I've had success doing them in the smoker sort of like that. Skin on, bacon strips on top, and stuff a couple pieces of apple inside. I also make sure I keep a pan of water in the smoker, and use an apple/hickory mix of wood.
I cook mine in the Large Crockpot for 6-8 hours depending on how big the Pheasant happens to be, I use the College Inn Chicken broth, some onions, potatoes, baby carrots, and celery. Pheasant dinner after Grouse hunting all day, the bird comes out tender and tastes great. I also do something simlar with 3-4 Grouse breasts, and man is that some great eating, nice and tender and moist, both the Pheasant and the Grouse Breasts fall right off the bone.
One guide I heard once for pheasant was "Low and slow" that's never failed me.
We just enjoyed a delicious new recipe "Braised Pheasant in Madiera and Juniper Berries." Basically brown the bird in a skillet, pull the bird out, stuff the cavity with tangerines and put to the side. Brown in the skillet with some butter and remaining oil some shallots (fancy onions) and mushrooms (we hate mushrooms so we skipped them). Then we added to that 2 cups of Madiera (really sweet wine) and 1/2 tsp. of fennel seeds and 12 juniper berries. Brought that mixture to temperature, dumped over the bird in a Dutch oven and then threw the Dutch oven with all of that into the oven at 400 for 25 minutes (or until the bird's done). Delicious and kinda a bit of a fancier step up from my normal pheasant roast or pot pie.
I was roasting a pheasant on sunday and I ask my wife how long I should roast it, she looked at me and said until the the little white button pops up in the breast! I nearly went to the floor laughing, she really got me with that zinger!