I am a newer fella here but I have cooked alot of wild game on grills and smokers.
Pheasant
One good technique with pheasant is to find a brine that you like. Maybe start with a 6-8 hour soak in a 1 to 10 canning salt to water ratio. I then like to add 1/2 the sugar as compared to the salt. So in this example my brine would have 1 cup salt, 1/2 cup sugar, and 10 cups of water. This is a pretty light brine but if you try it you can then do a few things with the pheasant breasts. You can always add more salt or take away in future attempts.
If you have brined skinless breasts
1) Grill them on a medium hot grill until done with your favorite rub
2) Smoke them at a lower temp with apple wood (225) and pull when meat reaches 165-170. Rest and then cool overnight in the fridge. Slice thin and serve with crackers for a killer appetizer.
If you have a whole skin on bird that is brined.
1) Indirect grill with some apple wood smoke at about 300 until done
2) Slow smoke with apple wood and rest and cool like above for appetizer meat.
If you have pheasant legs and or backs there are some tasty things you can do too. I usually skin my birds so the meat is skinless. This makes it dry if you don't try some things to keep it moist. I like to make a little pheasant hot tub with some chicken broth and butter in a foil pan. I like the liquid level in the pan so it would only 1/2 cover pheasant legs and or backs. I then smoke the pan with apple wood and flip the meat so both sides get a little smoke and cook until it is about 3/4 done. I then use this meat with some chicken broth and make one of the best pheasant/chicken noodle soups with a little smoked love in it.
Venison
When I try to explain cooking venison to someone that is new to it, I compare it to cooking cuts from a beef round. It is very lean and it needs some help to do it right. To me there are three ways to cook venison. 1. Grill hot and fast until medium rare. 2. Sear meat and then braise in flavorful liquid until falling apart. 3. Brining/curing and then smoking.
I think venison loin and tenderloin is best done with the hot and fast method until no more than medium rare medium. I like to put a little coat of olive oil and freshly crack corse pepper and sea salt to taste. When it hits 125, pull that baby off and let it rest for five minutes. You will have eating fit for a king.
I sometimes hot and fast grill other cuts too like steaks from the round or sirloin. I will often marinate these cuts in light soy, worchestershire, pepper, basil, garlic powder, honey or maple syrup, and a splash or two of bourbon. After a 2 hour marinade, pat dry and grill it up.
For larger venison roasts on the grill I like put a little canola oil on the outside and then put a rub on it then sear quickly over the coals. Then I like to give it a good smoke at about 250 or so until I get it to 150 or so internal. Then I like to foil it with a dark beer or beef broth or a good red wine and continue to cook until the meat reaches 195 or so. Then I like to rest it for 30 minutes to an hour and you will have some nice venison to pull apart just like the guys on this site do with beef chuck roasts. (Chuckies) The above method works on steaks too. It obviously just takes a little less time. Essentially the above recipe is just a Brethern's grill/smoker crazed version of Grandma's pot roast. :-D
The last method involves curing. Any boneless cut of venison can be cured with a product called Morton's tender quick if it is less than 4 inches thick. Check out some of the threads here on beef pastrami that the guys have done from scratch. The same thing can be done with venison with dry or liquid cures. When done right it can make some excellent corned venison. If you smoke this it can then become an really good pastrami. The process isn't difficult but it is beyond the scope of my space and time right now.
Good luck and I hope I gave you a few ideas
Grain Belt
