Something in the Coq au Vin stylee would be nice - red wine, bacon, onions, mushrooms. Ma JetLi always make Coq au Vin with whole pheasant and it's scrummy. I would agree with MrsMuddle that pheasant can dry out so some kind of "wet" cooking would probably be best...
can I be cheeky and ask you where you bought it/how much it cost? They were talking about pheasant breasts on Britain's Best Dish the other day, and one of the chefs said it was really cheap. It's always sounded expensive to me. this was the recipe but a lot more fuss and faff than you want - but maybe will give you some inspiration?
i got it from sainsburys, not seen it before but they had a few game meats and as i had not bought pheasant i thought i would try it. i did not fancy the rabit. i cannot remember how much it was but could not have been that expensive as i would not have bought it.
i was thinking of doin it in the slow cooker - Co au Vin sounds good.