Preheat the oven to 350°. Heat the oil in a large nonreactive ovenproof skillet. Season the duck legs with salt and pepper and add them to the pan, skin side down. Cook over moderately high heat until browned on 1 side, about 10 minutes. Turn and cook until browned, about 5 minutes longer. Transfer to a platter and pour off all but 2 tablespoons of the fat. Add the onion and cook until just soft, about 3 minutes.
Return the duck to the skillet and add the wine, thyme and 1/2 cup of water. Cover and bring to a boil, then cook in the oven for about 1 1/2 hours, or until tender.
Meanwhile, melt the butter in a 4-quart saucepan over moderately high heat. Add the carrots, celery, and leek and cook, stirring occasionally, until just soft, about 4 minutes. Stir in the lentils and 10 cups of water and bring to a boil. Reduce the heat to moderate, cover partially and cook until tender, about 30 minutes. Drain and season with salt.
Transfer the duck to a plate, cover with foil and keep warm. Add the spinach, olives, and lemon juice to the skillet and cook for 6 minutes to blend the flavors. Stir in the lentils and season with salt and pepper. Spoon the lentil mixture into a large shallow bowl, arrange the duck on top and serve.
The duck stew can be refrigerated, covered, for up to 2 days. Remove the fat from the surface and reheat in a 350° oven before proceeding.
With this earthy stew, try the red I call "Châteauneuf meets Bordeaux": Domaine Cazes CÔtes du Roussillon Villages, a rich wine with soft tannins. Or opt for the more serious Selvapiana Chianti Rufina.
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