Regarding heat lamp bulbs bursting...  any hot light bulb that gets wet, like a duck shaking off and a water droplet hits it, will explode/shatter.  Traditional heat bulbs with ducks are far trickier than with chickens.  I had a vanity light bulb explode on me once when I was cleaning the mirror in the bathroom, it really doesn't take much sometimes.
As I'm sure others have likely mentioned by now, if your ducks have a good house with dry bedding to hang out in, they should do just fine without heat.  On particularly cold days/nights I do like to double check the bedding and give it a bit of a fluff and add some dry.  The other day I went out and they'd managed to get it wet enough the that floor bedding was frozen in a large lumpy sheet...  so just be vigilant, but ducks do tolerate cold quite well.