Pat the duck legs dry with kitchen paper. Use a skewer or carving fork to poke holes in the flesh and season with salt and pepper. Cover the dish with foil.
Preheat the oven to 160 C / 310 F / 140 FAN / Gas 2.5 and cook for 1.5 - 2 hours until very tender. Use 2 forks to shred the meat.
Peel and finely chop the shallot.
Put the oil in a frying pan over a medium heat and add the shallots. Cook for a few minutes until just softened then turn off the heat and set aside.
Melt the butter in a saucepan over a medium heat, then add the flour. Cook for a minute, stirring.
Add the milk gradually, stirring to make a smooth sauce.
Keep cooking and whisk until smooth. The sauce should eventually be the consistency of mashed potato.
Leave the mixture to cool.
Add the duck to the sauce, along with the mace and thyme. Check the seasoning and add more salt and pepper to taste if necessary.
Line the square pan with plastic wrap and add the filling. Smooth into an even layer then chill for 2 hours to firm up the mixture.
Place the flour, panko and beaten eggs in 3 separate bowls.
Divide the mixture into 12 and use floured hands to form into a sausage shape.
Dip in the flour then egg and then breadcrumbs, then place on parchment on a plate.
Chill for 30 minutes.
Heat the oil in the frying pan and fry for about 10 minutes, turning regularly until golden brown all over.
Drain any excess oil on kitchen paper and then enjoy with your favourite dip