The best way to cook chestnuts is to roast them over an open fire. Does this bring a popular Christmas song to mind? Haha.. I hoped it would. But seriously, the way to cook chestnuts depends on the recipe you are using them in. Chestnuts have a great woodsy flavor and are great when roasted, but they can also be boiled, chopped and fried, and even grilled. Just remember to remove the shell first. If your recipe calls for mashed or chestnut purre, it is best to boil them and cook them completely in the shell.