Clean the ducks well and rub them with oil or butter. Sprinkle inside and outside with salt and pepper. Stuff the cavities with equal quantities of apple, onion and chopped celery. Truss the ducks and place them side by side, breast up, in a roasting pan just large enough to hold them.
Arrange two pieces of bacon on each breast and add water to the pan. There should be only about one-half inch of water around the ducks. Stir in the A.l. sauce and arrange the orange and lemon slices and the celery around the ducks. Bake for about three hours, basting occasionally, or until birds are tender.
Thirty minutes before ducks are done, remove the bacon strips and add the Madeira. Baste frequently.
When done, remove ducks to a serving platter and strain the juices. Blend the flour with about two tablespoons of the juice to make a paste. Stir this into the sauce, using a wire whisk until sauce boils up and is thickened. Season with salt and pepper to taste and serve with the ducks.