Place the duck breasts on a sturdy cutting board. Using a sharp knife, carefully cut the meat horizontally in the middle stopping before severing the two halves.
Wrap the slices of cheese with the prosciutto and set each one in the middle of the individual breasts. Place a sage leaf on top and close the duck breast. Using butcher’s twine, tie two pieces of twine on each end of the breast to secure the stuffing in place.
Brush a thin layer of olive oil over both sides of the breasts and season with Montreal steak seasoning.
Preheat the Traeger grill to 400 degrees. When the grill grates are hot set the duck on the grill and close the lid cooking for 5 minutes. Rotate the duck and continue cooking for 5 minutes. Turn the duck over and cook for an additional 5 minutes. (Total cooking 15minutes).
Remove and set on a cutting board letting the breasts rest for 5 minutes. Slice on a bias or angle and serve.