Thaw the hens if frozen. Rinse, remove the giblets and neck, and pat dry. Make several slits in the skin, then split the hen in half along the breastbone.
In a small bowl, combine 1 teaspoon of the chili powder, the salt, if using, black pepper, and lime juice. Rub the mixture all over the hens and set aside for about 15 minutes.
In a blender, purée the yogurt, garlic, ginger, onion, cumin, turmeric, and the remaining 1/2 teaspoon chili powder. Place the poultry in a large bowl and add the yogurt mixture. Mix well to coat all the pieces. Cover and refrigerate for at least 8 hours, turning occasionally.
Preheat the oven to 400°F. Place the hens, skin side up, on a rack in a roasting pan. Cook the hens for 45 to 60 minutes, until the hens are thoroughly cooked. Test for doneness by pricking the skin of the thigh; the juice should run clear.
Remove the skin before eating, and garnish with lime and cilantro or parsley, if using. Each serving is 1/2 game hen.