Green’s Dictionary of Slang

roasted duck n.

[rhy. sl. = fuck n. (1a); unmentioned by Partridge or Franklyn, Dict. of Rhyming Slang (1960), this may be a nonce-word, invented by Isherwood and Auden (see cit. 1935)]

sexual intercourse.

Auden & Isherwood Dog Beneath the Skin 109: O how I cried when Alice died / The day we were to have wed! / We never had our Roasted Duck / And now she’s a Loaf of Bread.