You don't pick your ducks normally??? Man you are missin' out! I'll breast out geese and diver ducks (skin and bone on of course to keep them moist and ease cooking over the hot coals), but puddle ducks always get picked whole, minus the wings, which are too much work for no meat at all.

About the feathers: Don't worry about it. You don't eat the skin anyway, and they will burn off on the grill. All the skin does is retain moisture and protect the meat from getting charred (since ducks are best cooked over a high heat). When you are through with the roast/grill, then you can put the carcass in some water and chicken stock and boil it down for a gumbo roux or ragu or whatever. The skin will add a little fat and flavor to the roux, but take it out with the bones afterwards.