Preheat oven to 375°. Line a rimmed baking sheet with foil.
In a medium skillet, melt butter over medium-high heat. Sear duck breasts, skin side down, until golden brown, approximately 2 minutes. Transfer duck to prepared baking sheet, skin side up. Drizzle duck with oil. Sprinkle duck with ½ teaspoon salt and ⅜ teaspoon pepper. Bake until an instant-read thermometer registers 165° when inserted into thickest part of duck, approximately 35 minutes. Let cool slightly. Using a sharp knife, cut duck into ¼-inch-thick slices.
In a small bowl, stir together mascarpone cheese, chestnuts, honey, remaining ¼ teaspoon salt, and remaining ⅛ teaspoon pepper.
Spread a layer of mascarpone mixture onto each frozen bread slice. Shingle duck slices to fit 4 bread slices. Top with lettuce and remaining 4 bread slices, mascarpone side down. Using a serrated bread knife in a gentle sawing motion, trim and discard crusts from sandwiches to make 3-inch squares. Cut each sandwich into 3 (3×1-inch) tea sandwiches. Cover with a damp paper towel and let thaw at room temperature before serving, 10 to 15 minutes, or cover with a damp paper towel, place in an airtight container, and refrigerate for a few hours until ready to serve.
Garnish with watercress, if desired.
Notes
Make-Ahead Tip: Mascarpone mixture can be made up to 2 days in advance, stored in an airtight container, and refrigerated until needed.
Recipe by TeaTime Magazine at https://teatimemagazine.com/chestnut-mascarpone-duck-breast-tea-sandwiches/