Add the duck fat (softened) and rye whiskey into a wide-mouthed jar, and shake to combine.
Let the whiskey infuse for ~12 hours, agitating often.
Place in the freezer overnight.
Remove from the freezer, scoop off the layer of solid duck fat from the top of the jar, then strain the whiskey through a fine mesh strainer to remove any other solids.
Pour the whiskey through a coffee filter, then funnel back into the bottle.
For the cocktail
Combine the rye whiskey, simple syrup, and bitters into a mixing glass and stir.
Add ice and stir until chilled. Strain into an absinthe-rinsed frozen rocks glass. Garnish with the oil of a lemon twist, and discard.