Tips for grilling duck legs?
I think grilling is probably a bad plan for duck legs; the fat content is a real danger like you said, and duck legs are tough enough you probably want to confit them or braise them.

If you absolutely have to grill them, I would suggest confiting them at 200 degrees for three or four hours first (you could use veggie oil in a pinch) and then resting them in the fridge for a day or so in oil. 

As for finishing them on the grill, rinse them off gently, re-season if needed, cook flesh side down on a medium heat portion of the grill for a while until mostly heated through, then flip them over on a high heat portion of the grill to crisp up the skin, watching out for flares.