eh, dont worry about hitting the duct with the anchors or screws. Yea, some people may cringe. Yes, if you puncture the duct there could be a little bit of heat loss into the wall cavity. My bet is there is 10 times that amount of heat loss due to duct joints that aren't taped. Just do the anchors as if the duct wasn't behind the wall and you should be fine.
When drilling the holes for the anchors drill the tile and drywall, not the duct. The anchor should push the duct out of the way if its right up against the drywall. I'm picturing plastic anchors. Is that what you are using?