I have only cooked duck one way: in a dutch oven at Rendezvous.
I told the tale when I first joined D.C.
The particulars are here: The Tale of Hoot's Rendezvous Duck
It was mighty good and there weren't nary a bit of it left over.
You could try filleting the breast off and grilling them to med rare. The rest of the duck can be roasted and turned into a great stock. All the fat that is rendered from roasting a duck is great to save and cook with later. Also duck is very rich and goes great with something sweet.
I like my duck roasted whole. Just prick the fattier parts with a fork to provide an exit path for the fat to dribble out during cooking. I roast them at a lower temperature compared to whole chickens and for a longer time, to get maximum advantage of defatting them.
And the sauce? You had to ask??? A l'Orange!!! A classic recipe!
I make duck for Christmas every year. I stuff it with oranges, season well, and score the duck(cross-cross). I set it on a broiler rack and roast it in the oven. And...I have set off the smoke alarm. :D
__________________ No matter where I serve my guests, it seems they like my kitchen best!