For the Filling: After soaking rice overnight, drain out excess water. Steam, covered, over light heat until soft. Boil skinless chestnut in water until soft. In a large pan, saute shallots, ginger, Chinese sausage, and prosciutto, until shallots are soft and translucent. Add all remaining ingredients and spices. Mix well, making sure not to break the chestnuts. Stuff the duck. Sew back up tightly, wrap with string in 3 or 4 places.
For the Marinade for the Duck: Mix all ingredients very well together.
For the Duck: Pour boiling water over the entire duck. Remove and dry the duck. Rub the marinade into the skin and marinate 45 minutes turning frequently.
To deep fry the duck, remove it from the marinade. Deep-fry in vegetable oil at 350 degrees F until golden brown.
For the Wine and herb mixture, for steaming: Combine all ingredients in a large bowl.
When duck is golden brown remove it from hot oil submerge it in the wine and herb mixture. Place the whole vessel, duck and wine into steamer. Then steam for 2 hours in a covered pan. Serve with winter melon.