Source: The Chestnut Growers Information Book

"Before cooking, the most important step is to cut the shell to prevent the nut exploding while cooking. Some people cut a slit across the face of the nut, others cut a cross into the flat-end."

To bake: Preheat oven to 200 degrees C. Place chestnuts onto a baking tray and bake for 15-20 minutes or until shell splits.

To microwave: Place chestnuts in a single layer on a microwave-safe plate. Cook, uncovered, on 850 watts/High/100% for 4-6 minutes or until flesh is tender.

To roast, grill or barbeque: Cook, turning occasionally, in a pan over medium heat for 20-30 minutes or until shell splits.

To boil (if using to puree): Place chestnuts into a pan of cold water, bring to the boil, cover and simmer for 15-20 minutes or until flesh is tender.

Wrap the cooked chestnuts in a tea-towel. Remove outer shell and inner skin while still warm (they're difficult to peel once cooled).
Source: www.chestnutsaustralia.com.au/content/view/19/44/