Is it possible to roast sparrows or other small birds?

Question:

I never ate a sparrow but my vietnamese friend eats them all the time if he can catch them

Answer:

Such dish do exist. Japanese suzume-yaki is grilled sparrows. Other than the feet, they were pretty much served whole and they looked like this: http://moderncrisis.com/knoxgardner/wp-c…

The looks might be a little disturbing and most first time eaters were shocked that you should eat the whole thing including heads and beaks (not kidding). The taste is actually pretty nice. The price per skewer might not be that nice because it could cost more than one Big Mac. :)

Added:
Chinese also have something rather similar.