These delightful morsels remind me of a recent trip to Paris with my middle child. We purchased a dozen warm, roasted chestnuts wrapped in a cone made from a grocery store flier from a cheerful street vender near the Louvre. Delicious!
Roasted chestnuts are a satisfying snack – they taste a bit like sweet potatoes. Beware that these are different from horse chestnuts (common in the US), which are not for human consumption. Edible chestnuts are flat on one side, and are sold (raw) in many markets around the holiday season. They must be cooked (roasted or boiled) before eating, and are easiest to peel while still warm.
Step 1: Soak whole chestnuts in a bowl of warm water for one hour.
Step 2: Working slowly and carefully, cut a slit across the rounded side of each chestnut. This will take a few minutes.
Step 3: Place cut chestnuts in a bowl of warm water for at least two hours (I prefer to soak them overnight).
Step 4: Arrange chestnuts on a baking pan, cut side up. Roast in a preheated 425 degree oven for 25 minutes.
Step 5: Remove roasted chestnuts from oven and transfer to a bowl lined with a damp cloth. Loosely fold the damp cloth over the top of the chestnuts. Allow the chestnuts to cool this way for 15 minutes.
Peel and enjoy!
To enjoy chestnuts another way, visit A Week In Paris, Part I of III: Crème de Marron
Crowded Earth Kitchen 
They have such a unique flavor!
I agree!