Heat the oven to 180C/160C fan/gas 4. Mix the oil with the five spice and rub all over the duck. Season inside and out with salt and pepper. Heat a large flameproof casserole or ovenproof frying pan over a high heat and sear the duck all over until golden brown, holding it with a pair of tongs to help you. Transfer to a plate.
Add the star anise and shallots to the dish, and cook for a few minutes until the shallots start to caramelise. Pour in the sherry, thyme and 100ml of water, and bubble for a minute. Nestle the duck back into the dish, and roast for 1 hr, spooning some of the sherry over the duck a few times during cooking.
Turn up the heat to 200C/180C fan/gas 6 and cook for another 5-10 mins or until the duck is golden, glazed and crisp-skinned. Transfer the duck and shallots to a platter, cover with foil and rest for 20 mins.
Fish out the thyme sprigs and star anise. Leave the liquid for a few minutes to settle. Skim off the duck fat (use this to flavour the potatoes), then simmer for a few minutes if it’s still a little thin to reduce to a light gravy. Carve the duck, serve with the shallots and pour over the sherry roasting juices. Serve with mash or roasties and buttered greens.