Peel and slice the red onion. Thinly slice the sheep’s milk cheese. Using a sharp knife, slash the skin side of the duck breasts in a criss-cross pattern. Cut the breasts in two, season.
Place some cheese, onion and tomato sauce on one half, cover with the other half and tie with cooking twine soaked in salted water.
Cook over gentle heat, set back so that the fat doesn’t catch