In a saucepan over medium heat, pour in the oil and sauté the onions, celery and garlic until softened, about 2 to 3 minutes. Rinse lentils and add to saucepan; sauté 1 minute. Add bay leaf, thyme and broth. Bring to a boil, cover and simmer until lentils are cooked (35 to 40 minutes). Cook uncovered for the last 5 minutes, stirring occasionally. Drain the lentils. Remove bay leaf and thyme, season with salt and pepper and set aside.
Preheat oven to 400°F or 200°C.
While the lentils are cooking, heat a large non-stick skillet over medium-high heat. Cook duck legs, skin side down, for about 2 minutes or until meat is hot and skin is crisp. Turn them over and put the pan in the oven for 10 to 15 minutes or until the meat is hot and the skin is crispy.
Remove the legs from the pan. Cover the handle of the pan with a cloth to avoid burning. Sauté spinach in duck fat in pan until wilted, about 1 minute. Add drained lentils and orange juice and cook for another 3 minutes or until hot. Season with salt and pepper. Arrange the lentils on warm plates and cover with the duck confit. Garnish with chopped parsley.