Heat the olive oil in a deep frypan over medium heat. Salt and pepper the duck legs then brown on all sides. Set aside.
Saute the onion in the oil and duck fat until soft. Stir in the cornflour. Return the duck to the frypan with the orange juice and water. Cover and simmer 40 minutes until tender. Uncover and simmer 10 more minutes to thicken the sauce.
Place the duck on a serving plate and garnish with zest strips. Serve the sauce in a sauce boat.