How to Make It
Trim back the skin on the duck breasts so it barely covers the meat. Score the fat in a diamond pattern.
Peel the oranges; remove the bitter white pith. Working over a bowl, cut in between the membranes to release the sections. Squeeze the membranes over the bowl; reserve the juice for the glaze.
In a medium, shallow baking dish, combine the shallots, wine, orange zest and 1/2 teaspoon of pepper. Add the duck breasts and turn to coat. Cover and refrigerate overnight.
In a small saucepan, boil the Grand Marnier with 1 cup of orange juice over moderately high heat until syrupy and reduced by half, about 12 minutes. In a small bowl, mix 3 tablespoons of the orange syrup with the rice vinegar. Season the vinaigrette with salt and pepper.
Light a grill. Slice each duck breast half crosswise into 1 1/2-inch-thick pieces. Strip two-thirds of the leaves from each rosemary branch, leaving a tassel at the top. Scatter the rosemary leaves over the hot coals or on the gas grill heat bars. Thread the pieces of duck onto the rosemary branches, leaving 1/2 inch between them.
Brush the asparagus with olive oil and season with salt and pepper. Grill the asparagus over a medium-hot fire, turning once, until crisp-tender, about 5 minutes. Let cool slightly and cut into 2-inch lengths. In a large bowl, toss the asparagus with the orange sections and the vinaigrette.
Season the duck brochettes with salt. Grill, skin side down, over a moderately low fire, brushing with some of the remaining orange syrup, until the skin is deeply browned and crisp, about 5 minutes. Turn the brochettes and grill, brushing frequently with the syrup, until the duck is medium rare. Transfer the brochettes to plates and serve with the asparagus and orange salad.