Yes. I love a nice roast goose. Or roast duck.
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Out here we tend to shoot them ourselves and eat them within a day or two. The best results seem to be to use a crook-pot, either with a commercial cream soup or your own flavored chicken stock. Let the bird hang in the garage or some other cool place for at least a day. You might think about just cutting the breast out and just cooking that. The legs are not really not worth the effort, being mostly tendons and connective tissue and really tough muscle. Same with the wings.
Generally I gut and skin the bird in the field, leaving the feet and head in case a game warden wants to make sure it’s a cock. That seems to cut the strong flavor.
If you would rather roast it then use low heat and put some bacon or salt pork over the breast to keep it from drying out too much.
Small bites because of the shot. Even Number Eight shot will crack a perfectly good tooth if you bite down with enough enthusiasm.
My only experience with store bought or restaurant pheasant was in German restaurants that specialized in wild game. I’m pretty sure that their stuff was hung for several days.
When you figure the expense of hunting, the license, the ammo, the shot gun, the boots, the gasoline and the cost of keeping the dog (a good gun dog is essential), it is a pretty expensive meal. Pheasant under glass at a fancy restaurant is probably cheaper. I suppose you could just pot a couple blue jays or crows and have the same gastronomical experience.
But don’t leave them out too long. You don’t want the pheasants to be revolting.