Yes, ducks are much more independent-minded about where they sleep, lol. Chickens are much easier to manage.
However, I've finally managed a system that works great for me. I feed them at night in their pen and when I let them out in the morning I close the door to their pen. If they want to eat their grain they have to wait for me to open the pen up for them (and then close it behind them). I used to stress about it and wait till late in the day to close them in, but I discovered that they would give up on me and go back down to the lake.
So now I let them choose when they come in for the evening. When they come up from the lake and quack at the pen gate, I go out and let them in, feed them, and close the gate behind them. Even if it's two in the afternoon, they are now in for the night. I figure they are getting at least a few hours to free range in the morning and they're choosing when to go in, so I don't worry about the fact that it means they're shut in for part of the day. Usually, they come up from the lake around 4 in the afternoon, but sometimes earlier and sometimes later--it's up to them.
Anyway, the key is that they don't get fed except when they go in their pen for the night, and that seems to have done the trick.
Good luck--it's certainly a different challenge from chickens!