First, ensure you have both CockroachDB and DuckDB installed on your system. You can download CockroachDB from its official website and install it according to your operating system instructions. DuckDB is generally available as a standalone binary executable or as a Python package, which can be installed using pip with `pip install duckdb`.

Use the CockroachDB SQL shell (or any SQL client you prefer) to export the required tables to CSV format. Run a SQL query with the `COPY` command to export data. For example:
```
COPY my_table TO '/path/to/output/my_table.csv' WITH CSV HEADER;
```
This command exports the `my_table` to a CSV file, including headers, in the specified path. Repeat this for each table you need to move.

After exporting, open the CSV files to ensure the data is correctly exported. Check for consistency, correct column headers, and any potential data issues like missing values or improper formatting.

Open a DuckDB session. If using the Python package, you can start a session within a Python script or interactive shell like this:
```python
import duckdb
conn = duckdb.connect('my_duckdb.db')
```
This code initializes a connection to a DuckDB database file named `my_duckdb.db`.

Before importing the CSV data, create tables in DuckDB with the appropriate schema to match the source tables from CockroachDB. Use SQL commands to define each table's structure:
```sql
CREATE TABLE my_table (
column1 TYPE,
column2 TYPE,
...
);
```
Replace `TYPE` with the appropriate DuckDB data types that match the CockroachDB types.

Use DuckDB's `COPY` command to import data from the CSV files into the DuckDB tables. For each table, execute a command like:
```sql
COPY my_table FROM '/path/to/output/my_table.csv' WITH (FORMAT 'csv', HEADER);
```
This imports the data from the specified CSV file into the `my_table` within DuckDB.

After importing, run queries in DuckDB to verify that the data has been imported correctly and completely. Check for the number of rows, sample data, and any discrepancies. You can use simple SQL queries like:
```sql
SELECT COUNT(*) FROM my_table;
```
Compare these results with your initial data in CockroachDB to ensure everything matches.

Following these steps will allow you to transfer your data from CockroachDB to DuckDB efficiently and without using any third-party tools.