A lot depends on the age and condition of the birds. Young birds not too mangled by shot and/or dogs are fine roasted traditionally and served with game chips, bread sauce and gravy made with the roasting juices, this is the classic English way of serving them.

If the birds are older than a couple of seasons, or have been chewed by dogs or are at all mangled, a casserole or pot-roast would be advisable, if you really want to avoid alcohol then a mixture of stock and fruit juice would be good, apple would work well. The classic French dish Pheasant Au Normande involves an apple, cream and calvados sauce, no reason why you couldn't leave the calvados out, but use a tart cooking apple, or it may be a bit sweet.

If you've any doubt about the age and condition of the birds, my preference would be to remove the breasts and serve them pan fried with a sauce, keep the other joints to casserole at a later date. It is quite difficult to roast a whole bird without either drying out the breast, or undercooking the thighs and legs.