Arrange the duck legs in a single layer in a high-sided baking pan. Season the duck heavily with salt and pepper, toss in thyme and garlic. Pour oil over the duck and bake for 2 to 3 hours. Remove the duck from the fat, shred the meat from the bones and set in a bowl.
To prepare the pancakes: In a bowl or blender, combine flour, salt, eggs, and sesame seeds. Gradually whisk in the milk, the batter should be lump free and the consistency of heavy cream. Add a little water to thin out if necessary. Fold in chopped scallions.
Coat a 6 or 8-inch skillet with peanut oil or non-stick spray and place over medium heat. Ladle about 2 tablespoons of the batter into the pan and swirl around so it covers the bottom; pour back any excess. The batter will dry before your eyes. Cook for 1 minute until lightly golden but not crisp, then flip over. Remove the pancake to a platter and repeat until all the batter is used.
Preheat oven to 400 degrees F.
Combine the shredded duck meat with carrot, scallion, thyme, ginger, garlic, sesame seeds, chile paste and sesame oil; season with salt and pepper. Lay a small amount of the filling in the scallion pancake and roll up. Arrange them on a baking sheet, brush with egg wash, and bake for 10 minutes.
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