A good tip for improving game meat is to marinate it in a vacuum sealed bag - if you've got a freindly butcher he'll seal it up properly for you, but failing that you can just get a zip-loc back and squeeze all the air out. The important thing is to have a vacuum in the bag - that causes all the juices in the marinade to soak right into the fibers of the meat.
I usualy marinate in a mixture of oil and wine (more oil than wine) with herbs and so forth mixed in. Juniper berries are always good with game, and I like to have sage and lots of garlic with bunny. Any fresh herbs are worth throwing in, as well as a spoonful of vinegar and s&p.
Marinade for at least 24h, preferably longer, then cook the bunny bits on the barbie while heating the marinade in a pan. Then, just before the bunny is cooked, prepare a roux by heating equal amounts of fat and flour in a pan and whisking. Then add small amounts to the sauce at a time, whisking all the while to keep it smooth. Once you have the consistency you want, serve the bunny with the lovely sauce.