Preheat oven to 400 degrees.
Using kitchen scissors, remove the first and second joints from the wings of the two chickens and set aside. Stand the chicken upright, and using the scissors, cut down the length of the backbone on either side. Now lay the chicken flat and cut down the center of the breastbone. Now you should have two chicken halves. Repeat with the other chicken.
Mix the chopped sage, orange zest, cumin, cayenne and olive oil together to make the marinade. Coat all sides of all the chicken pieces with the marinade. Stack them, placing a crescent of fresh orange between each piece. Marinate in the refrigerator for at least three or four hours, or overnight.
In the meantime, roast the chicken backs and wing joints in a 325 F oven until they are golden brown. Depending on how high the sides of your roasting pan are, this may take anywhere from 30 minutes to an hour. The lower the sides of your pan, the faster your chicken will brown.
While the chicken is roasting, place the orange juice in a heavy saucepan over medium heat to simmer. Let it reduce in volume until it is syrupy. Add the sherry or vermouth, stirring constantly, and continue cooking for about five minutes. Add the chicken stock and bring to a boil. Add the roasted chicken backs and wings, lower to a simmer, and cook for one hour. Strain and reserve the sauce.
Place two twelve inch skillets on the stove at high heat. Add 1 tablespoon of olive oil to each skillet, then place two chicken halves in each pan, skin side down. Cover each pair of chicken halves with one brick, then place in the oven. Roast for about 20 minutes, remove the bricks, and turn the chickens. Replace the bricks and roast for about 20 minutes more. Remove from the pan.
Divide the chanterelles into two halves, placing half of them in each of the two hot pans which were just used for the chickens. Saute the mushrooms for a few minutes, until they begin to soften, then add the sauce. When the sauce boils, add the asparagus tips, cook for two minutes, and add salt if necessary.
Using a slotted spoon, place the mushrooms and asparagus onto four individual plates. Place one half-chicken on each plate, then spoon the sauce equally over each. Serve immediately.