Pre-heat oven to 450°F (230°C). Prepare all ingredients. In a large skillet, sauté mushrooms in a little duck fat or olive oil on high heat. Add salt and pepper and set aside.
Place the naan bread on a cookie sheet. Cover each piece of bread with 3 tbsp (or more if desired) of the Béchamel or Alfredo sauce, leaving a border around the edge of the bread. Divide the confit duck meat, sautéed mushrooms, grilled pepper and blue cheese between both naan breads. Sprinkle with pepper.
Place the naan on the bottom rack of the oven and bake for about 10 to 12 minutes or until the cheese has melted and the crust is golden and crispy.
Remove from the oven and spread the rockets on the naan if desired. Finish with a drizzle of olive oil over the roquette. Slice the naan in two and serve.