For the duck: Remove any quills with tweezers. Rinse duck and pat dry. Remove fat from inside of cavity and discard. Cut off wing tips and (if attached) feet and set aside. (If duck comes without neck attached, leave long piece of neck skin intact and tuck skinned neck inside the cavity.) Combine sherry, soy sauce, salt, pepper, five-spice powder, ginger, garlic, and scallion in a medium bowl, then rub mixture inside cavity. Truss closed with a thin metal skewer.
Bring 2 quarts of water to a boil in a large pot over high heat. Meanwhile, combine honey, rice vinegar, and 1⁄4 cup water in a small saucepan, bring to a boil over high heat, then set aside. Tie a long piece of strong kitchen twine securely around the duck's neck (or neck skin). Place duck in sink, then pour half the boiling water over duck, making sure that it runs over every part of the skin. Turn duck over and repeat with remaining water. Brush duck with reserved honey mixture. Suspend duck in a cool place (33°-39°); and aim an electric fan at duck. Set fan on high and air-dry duck for 24 hours.
Preheat oven to 350°. Cut duck down and remove and discard kitchen twine. Cut off head and neck from duck if necessary and discard head (or trim and discard neck skin);. Cut neck (or reserved skinned neck) into 4-5 pieces and set aside. Place duck, breast side up, on a rack in a shallow roasting pan. Pour 1⁄4'' water into pan and roast duck for 2 1⁄2-3 hours, adding more water as necessary. Halfway through roasting, baste with honey mixture blended with 1⁄4 cup of sauce.
For the sauce: Combine soy sauce, sherry, bean sauce, sugar, salt and pepper, a few sprigs of cilantro, orange zest, and 2 cups water in a small bowl. Mix well, then set aside. Heat peanut oil in a medium saucepan over medium-high heat. Add ginger, garlic, reserved wing tips, feet (if any), and neck pieces, and stir-fry until duck pieces are browned, about 3 minutes. Add scallions and stir-fry for 1 minute. Add reserved soy sauce mixture and bring to a boil, stirring constantly. Reduce heat to medium-low and simmer, covered, for 45 minutes. Strain sauce, then return to saucepan and bring to a boil over medium-high heat. Boil until reduced by half, about 15 minutes. Remove from heat and set aside.
Remove duck from oven and allow to rest 15 minutes. Remove skewer, discard stuffing, chop duck into 2'' pieces, and arrange on a platter. Garnish with remaining cilantro. Serve with warm sauce on side.