I strongly recommend that you remove the legs before cooking. Put them in a baking dish with some kind of liquid – wine, barbecue sauce, sweet and sour, etc. – cover and bake in a 400 degree oven for a couple of hours before you start the barbecue. The legs need a good head start. Once the ‘cue is hot, toss the legs on and baste with some of your favorite sauce. Then start cooking the rest of the duck, either as filleted breasts or on the bone.