Never tried cooking pheasant, but if I did, I'd cook it like chicken or turkey.
(stuff it, roast it).
Is this a ready to cook pheasant from your local supermarket/meat shop or a game bird? (Game birds need to be cleaned and hung for a couple of day to heighten the flavor.)
I found several recipes for pheasant in "The Gourmet Cookbook, Vol II" which sounded interesting, but more work then I would bother with.
You'd probably find more by googling for pheasant recipes.