It may be heresy, but whilst I love grouse lightly roasted or grilled, my favourite way is to "braise" them.
The method I use is as follows:
1. Place on a rack in a roasting tray.
2. Brush with olive oil, season with salt and pepper and lightly sprinkle with rosemary.
3. Put in a pre-heated oven at 200 degrees until golden brown, turning once (this will take 20-30 minutes).
4. Pour any juices out of the bird(s) into the tray and add about 500ml of decent red wine, a pinch of juniper berries and a dash of mace.
5. Cover with kitchen foil.
6. Reduce the heat to 160 degrees and cook for a further 45-60 minutes.
7. Remove the bird(s) from the roasting tin and wrap in the tinfoil to rest.
8. Deglaze the roasting tin, adding a little stock if necessary, and enriching the sauce if desired with some elderberry or cranberry jelly, before reducing it to the desired consistency.
9. Cut the bird(s) in half with a pair of poultry shears and pour the sauce over them.
10. Serve with your favourite seasonal veg.
You'd think the cooking times I've given here would ruin the bird(s), but the result is tender, succulent meat that falls off the bone, and a slightly-spicy, slightly-herby, gently sweet-and-sour sauce that complements but doesn't mask the special flavour of the wild meat. Or at least, that's what I think!