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Heat your grill to high. Snap off the woody ends of the asparagus spears and discard. Cut the bread into 12 soldiers, a little shorter than the asparagus.
Place a spear onto each soldier and wrap tightly with a rasher of bacon. Place on a baking tray, season and grill for 15 mins or until the bacon is crisp.
Bring a pan of salted water to the boil and simmer the duck eggs for about 7 mins, to get a runny yolk and a cooked white. Serve immediately with the warm soldiers for dipping.