I have a duck who pants when she sees me holding a syringe because she is stressed. If the duckling only does the panting while being held it could be stress related.
On the other hand, having the duckling evaluated by a vet has no down side except possibly wasting money. If it is a respiratory infection you don't want to waste any time. The vet will be able to listen to your duckling breathing with a stethoscope and let you know what kind of noises they hear.
I like to think of the worst case scenario and decide what I can accept before I make choices.
I would find an avian veterinarian before you need one. If you need one you'll be stressed and in a hurry, and have the information already available.