I call this Michigan style because the sauce was originally made with crabapple jelly from Michigan and homemade red wine vinegar from Michigan -- and the woodcock I shot were from Michigan, so there you go. You can make this recipe with woodcock, snipe, doves or a domestic squab. It is important to use quality red wine or cider vinegar, and while crabapple jelly is hard to find, you can substitute in any decent apple jelly, or even a little apple cider. If you don't have bacon fat around, fry up some bacon and eat it, then make the sauce with the leftover drippings.
Preheat your oven to 500°F, or as hot as it will get. Take the birds out of the fridge and coat with oil. Salt well and set aside at room temperature while the oven heats up. This should take 20 minutes or so.
Heat half the bacon fat in a small pot and saute the onion and minced woodcock giblets until nicely browned. Add the stock, vinegar and crabapple jelly and bring to a boil. Add salt to taste and let the simmer while you cook the woodcock.
Heat the rest of the bacon fat in a small, oven-proof pan -- cast iron is excellent here -- and brown the woodcock on the sides and breast. Put the birds, breast side up, in the pan in the oven and roast for 7 to 10 minutes. Ten minutes will give you medium to medium-well meat. Remove the birds from the pan and set on a cutting board to rest.
Strain the sauce through a fine-meshed sieve and bring back to a boil. Put the toast on each person's plate (cut it into a circle if you want to be fancy) and put a woodcock on the toast. Pour the sauce over the birds and garnish with parsley. Serve at once with a light red wine, a dry rosé or a hoppy beer like an IPA.
Notes
A word on the innards. They really do add a lot to the sauce, and since you strain them out at the end anyway, it should be no big deal even for squeamish eaters. So use them if you can. No innards? Buy some chicken livers and use that. Or use the giblets from other birds.