Preheat your oven to 400°F and line a rimmed baking sheet with parchment paper for easy cleanup.
Peel and dice the carrots and parsnips into half-inch cubes, then toss them on the baking sheet with duck fat, sea salt, black pepper, and the leaves from the fresh thyme sprig.
Spread the root vegetables in a single layer and roast for 20 to 25 minutes, tossing halfway through, until they are tender and beautifully caramelized.
While the vegetables are finishing, place a cast-iron skillet over medium heat.
Place the duck leg skin-side down in the dry skillet and sear for 6 to 8 minutes, allowing the fat to render further until the skin is golden and shatteringly crispy.
Carefully flip the duck leg and cook for another 2 minutes just to ensure the meat is heated through to the bone.
Remove the duck from the pan and set aside; immediately add the baby kale to the hot skillet and toss for 1 minute until just wilted by the residual heat and duck drippings.
Arrange the roasted root vegetables and wilted kale on a plate, place the crispy duck leg on top, and finish with a light drizzle of balsamic vinegar.