Rinse duckling well, pat dry and place in heavy-duty plastic bag.
In a bowl, combine sugar, orange juice, lime juice, chiles, orange and lime peel. Stir until sugar is dissolved, then pour into bag over duckling. Seal bag securely. Rotate to distribute marinade and place in shallow pan. Refrigerate for at least six hours, turning the bag several times.
Lift duckling from marinate, and drain. Arrange 50-60 hot charcoal briquets around the outside edges of a grilling unit. Center foil pan on grill, not directly over coals. Place duckling, breast up on rack over foil pan. Lower grill hood. Cook for 1-1/2 to 2 hours, basting frequently until fork tender. Combine remaining marinade with cornstarch and water. Bring to a boil, stirring constantly. Serve with duckling.
Cajun Country -- New Iberia, Louisiana