Cut pitted dates in half and cover with bourbon, the longer the better. It takes a while for dates to soak up the alcohol, 6 hours or even overnight might give you the best results. 

Clean the hearts by removing the arteries entering the top and any blood which may have coagulated inside. 

Using a small knife, carefully open the inside of the heart forming a "pocket" for stuffing – smaller game birds will pose more difficulty – just take your time.

Remove the dates from the bourbon and sprinkle them with the cayenne pepper. The more you use, obviously the hotter they will get. If you prefer less heat, be conservative with the amount. A pinch goes a long way. 

Season the hearts with salt. 

Carefully stuff a cayenne seasoned date into each heart.

Stab the hearts on skewers with a bit of space between each so that they can evenly cook. 

Place skewers on the grill over medium heat, turning occasionally. 

You're watching for the date centers to get hot and hearts to be cooked through. At the very end, a quick glaze of marmalade (or even pepper jelly) will add a sweet grilled note.