To prepare duck, combine the first 9 ingredients in a zip-top plastic bag. Seal and chill 2 hours; turn bag occasionally. Remove duck breast halves from bag. Reserve marinade; discard rosemary.
To prepare relish, leave root and 1-inch stem on beets; scrub with a brush. Place in a medium saucepan; cover with water. Bring to a boil; cover, reduce heat, and simmer 30 minutes or until tender. Drain and rinse with cold water. Drain and cool. Trim off beet roots; rub off skins. Coarsely chop beets.
Heat a large nonstick skillet coated with cooking spray over medium-high heat. Add shallots; sauté 2 minutes. Add onion; sauté 5 minutes. Stir in reserved marinade and wine; cook 1 minute or until liquid almost evaporates. Add broth; cook 6 minutes or until liquid almost evaporates. Remove from heat. Stir in beets, parsley, 1/4 teaspoon salt, and 1/4 teaspoon pepper.
Sprinkle duck with 1/4 teaspoon salt and 1/4 teaspoon pepper. Heat a large nonstick grill pan coated with cooking spray over medium-high heat. Add duck; cook 4 minutes on each side or until done. Serve with relish; garnish with rosemary sprigs, if desired.