Remove the skin from the duck breast fillets. Dice the skin. Cut the bacon into cubes. Peel the onion and dice. Heat the diced duck skin in a pot and add the bacon, onion, bay leaf and rosemary. Cook until the onion is lightly browned.
Run the duck fat through a sieve into an ovenproof pot. Cut the duck breast into large pieces and rub with salt and pepper. Mix the meat with fennel and add to the duck fat. Bake in a 130°C (approximatley 275°F) preheated oven for about 2 - 2 ½ hours. Allow to cool and set overnight in the refrigerator.
Place the duck mixture into a food processor and pulse until coarsely chopped. Season with salt and pepper. Garnished with rosemary.