In my youth I shot every day except Sunday. Normally in the summer I was out at first light for a couple of hours and the hour before sunset. Mostly rabbits. I always shot ruff and had a gun trained Scottie. Winter, it was weather permitting on local farms.
However to cook. If I am boning birds out then they are simply barded and roasted.
I rarely roast whole birds. The favoured recipe is to remove the breasts and legs, dust with black pepper and brown in a pan with a little olive oil and butter. Set the bits aside and use the same pan to soften and lightly colour a few shallots or onions. Remove and place in a casserole/oven proof dish. Core and peel 1 large eating apple and 1 large cooking apple and coarsely chop. Soften in the pan used to do the bits/shallots/onions. Set the bits of bird amongst the apple/onion mix, cover and cook in the oven for around 25 minutes. Remove the bits and set aside in a warm place. Remove half the onion/apple mix and blend with double cream. Return the mixture to the casserole/oven proof dish. Mix. Put the bits on warm plates. Spoon over the mixture.
Pheasant legs tend to have very hard tendons and are probably best used for soup. You can pan fry the breasts with olive oil and butter and flame with the alcohol of choice. Calvados, Brandy and Whisky go down well. Drambuie is also very good. Before you flame you can add redcurrants, blueberries apricots or whatever takes your fancy.
Today, for an OAP friend I casseroled 4 breasts and 2 legs with shallots, leeks, carrots, turnip, garlic and waxy potatoes. He only has a slow cooker in his sheltered housing complex so he has sufficient in the casserole for 2 fairly fulsome meals.
If you are buying Pheasants avoid the supermarket kind which are most likely farmed.