Prepare the sauce the day before, or at least the morning before it is needed. In a small saucepan reduce the red wine vinegar over medium-high heat for 5 minutes. Add the sugar, celery seed, cayenne pepper, salt, black pepper, onion and chopped garlic and continue reducing until 1/2 cup of liquid remains.
In a bowl combine the Worcestershire sauce, flour, tomato paste and water until all the lumps are gone. Over a very low heat add the tomato mixture to the vinegar mixture, stir well, and continue to simmer for one hour. Taste for salt and gently stir in the lemon juice. Allow the sauce to stand at least 30 minutes before using. Because this is a “finish” sauce and contains tomato and sugar it should be used during the final 5 to 10 minutes of barbecuing.
An hour and a half before you plan to eat, start the fire, and allow the coals to burn down for at least 30 minutes before cooking the duck breasts. Rub the duck breasts with the olive oil and liberally salt and pepper.
Over hot coals with no flame, place the birds on the grill not directly over the coals, skin side up for 15 minutes. Turn the birds and continue to grill for 10 minutes, then turn again for another 10 minutes, dousing any flames with water, until the birds are almost done.
Ten minutes before the breasts are done coat them with the sauce. At the final moment before serving, baste lightly once more, and, as the sauce reacts to the heat, remove the birds to a serving plate. Serve with pickles and tomatoes.