Yes that is what they do, they waste but that's just the way it is with ducks. since my ducks are outside and not in a brooder now I put my buckets across the yard from their food so they at least don't get the food so watery. But they still mange to put a lot of feed into the water. That's how they swallow though they use the water to wash down their feed. You just have to expect all of this when having ducklings/ducks.
How "warm" is the water?
2-3 week old ducklings need to be in fairly warm water since they aren't with a mama you have to treat them just like it says on the caring for ducklings link I gave you. Just like you got them from a hatchery or feed store.
Fun for you but sad for the ducklings who are imprinted on you and will not survive once you let them go. They have depended on you for their food and care. How's the ducklings eye?
