Preheat the oven to 200 C / Gas 6. Trim the breasts if necessary and score the skin at 2cm intervals until you have a diamond pattern. Heat an ovenproof cast iron frying pan until almost smoking hot. Add the duck breast, skin side down and cook for 6 to 8 minutes until the skin is golden brown.
Transfer the pan to bake in the oven for 10 to 12 minutes. Remove the duck from the oven and allow to rest for 5 minutes.
Meanwhile make the sauce by melting the butter in a saucepan over a medium heat. Add the flour and stir until straw coloured. Add the cream and whisk continuously until the sauce has thickened. Add the cheese and the port and stir well.
Serve the duck sliced with the sauce poured lightly over.