Peel and section orange; cut each section into quarters and set aside. In a skillet, saute onions and celery in oil until crisp-tender. In a bowl, combine the onion mixture, stuffing mix, orange zest and reserved orange sections. Stir in enough orange juice to just moisten stuffing mixture.
Arrange stuffing in two mounds in a greased shallow 2-qt. baking dish. Place Cornish game hen halves skin side up over stuffing. Cover and bake at 375° for 30 minutes. Uncover; bake for 15 minutes. Combine honey and water. Brush over hens. Bake 10-15 minutes longer or until juices run clear.