Soak lentils in water overnight. Drain.
Preheat oven to 350°F. Cut top off of head of garlic. Rub olive oil on garlic until thoroughly covered. Wrap garlic in aluminum foil. Roast until slightly browned and tender to touch, approximately 45 minutes. Cool. Squeeze cloves out of exposed top into small mixing bowl and set aside. (Garlic is best roasted ahead of time and stored in refrigerator until needed.)
Puree onion, celery, and roasted garlic in food processor. Put puree in heavy-bottomed saucepan and sweat, covered, over medium-low heat until onion is translucent. Deglaze pan with sherry. Add lentils, pearl onions, and stock. Bring to a simmer, cover, and cook on low heat for 25 minutes, or until lentils are tender. Season with salt and pepper.
Cut prepared breasts in half lengthwise. Slice halves into approximately 1/4-inch slices and set aside for plating.
Divide soup among six warmed bowls, making sure each gets a share of pearl onions. Top with slices of duck, sprinkle lightly with parsley, and serve immediately.
*Chef’s note: Soup can be cooled to room temperature, covered, and refrigerated for up to two days in advance.