Once purchased, roast fresh chestnuts as soon as possible, as they are prone to drying out. For more on chestnuts, see here.
Preheat the oven to 425°F. Have ready:
Cut an X on the flat side of each nut. Spread on a baking sheet and roast until fragrant and ready to pop out of the skins, 20 to 25 minutes. Let cool slightly, but peel while still warm.