1Set giblets from duck aside; reserve liver for another use. Trim skin from both openings of the cavity; set aside for rendering. Cut both leg-thigh pieces off duck. Cut wings from breasts. Carve breasts from carcass for 2 boneless breasts. Trim off wing tips and flats; set aside. Cut carcass into quarters. Cover and chill leg, breast, and wing pieces.
2Heat reserved duck skin in a large heavy pot over medium heat. Cook, stirring, until about 2 tablespoons fat is rendered; discard skin. Add giblets, wing tips and flats, carcass pieces, onion, and thyme sprigs. Cook, stirring occasionally, until lightly browned, about 15 minutes. Add celery, carrot, peppercorns, and 6 cups water. Bring to a boil over high heat, skimming any foam that rises to the surface. Reduce heat to medium; simmer duck stock for 1 hour.
3Meanwhile, using a sharp knife, cut all peel and white pith from 1 orange; set peel aside. Working over a medium bowl, cut between membranes to release segments into bowl; set aside. Add orange peel to simmering stock. Juice remaining 2 oranges and set juice aside.