In a small bowl, combine salt, pepper, thyme and bay leaf pieces.
Rinse duck legs and pat dry, but not trimmed
Sprinkle duck generously with mixture.
Place duck legs in a pan in one layer.
Cover tightly with plastic wrap and refrigerate for 24 hours.
The next day, heat oven to 325°F.
Place duck legs, fat side down, in a large ovenproof skillet, with legs fitting snugly in a single layer. May have to use two skillets or cook them in batches.
Heat duck legs over medium-high heat until fat starts to render.
When there is about 1/4 inch of rendered fat in pan, about 20 minutes, flip duck legs, cover pan with foil, and place it in oven.
If you have used two pans, transfer duck and fat to a roasting pan, cover with foil and place in oven.
Roast legs for 2 hours, then remove foil and continue roasting until duck is golden brown, about 1 hour more.