Rinse the duck thoroughly under cold water, discarding any of the giblets that came with it. Soak it in cold water for an hour to get rid of any impurities.
In the meantime, add the salt and Sichuan peppercorns to a flat-bottomed pan over medium heat. Dry roast them by stirring constantly for 5-8 minutes until the salt turns slightly yellow. Turn off the heat and let cool. Be sure not to burn the Sichuan peppercorns.
Drain the duck from the water and thoroughly pat it dry with paper towels, inside and out. Rub the salt and Sichuan peppercorns all over the duck, inside and out. Use all of the mixture, making sure that you use at least 1/3 for the cavity. Let the duck marinate, uncovered, for three hours in the refrigerator.
While the duck is marinating, you can prepare your spice pouch. Place the star anise, cumin seeds, bay leaves, cinnamon, and peppercorns on a square of cheesecloth and tie tightly with kitchen twine. Set aside.
Next, prepare a pot that is big enough to cook the duck whole. Fill it with 12-15 cups of water, enough to submerge the whole duck. Add the spice pouch along with the ginger and scallion. Bring the pot of water to a boil, and add the Shaoxing wine. Simmer over low heat.
Once the duck is finished marinating, carefully lower it (along with all the salt and Sichuan peppercorns used to marinate it) in the prepared pot. Bring to a boil. Once boiling, carefully lift the duck out of the water in order to drain the water that has accumulated in the cavity; then lower it back into the pot, and bring the water to a boil again. This ensures there is no cold water trapped inside the cavity of the duck.
Immediately turn the heat down to a simmer, cover, and let cook for 15 minutes. During these 15 minutes, the water should be hot and simmering slightly, but it shouldn't be at a full boil. After 15 minutes, turn off the heat and let the pot sit, covered, for 40–45 minutes. Once the 40-45 minutes has passed, transfer the duck to a cutting board. Lightly brush the outside of the duck with sesame oil and let it cool completely before cutting and serving.