Set up your grill to 375-400 degrees using direct heat. You are looking for a hot grill or the chestnuts won't open up.
While the grilling is heating up, cut an X shape across the chestnuts and place them on a cast iron skillet.
Place the cast iron skillet with the chestnuts on the grill for about 10-15 minutes and turn them over at the half way point. You can tell they are done as they smell nutty and the X shaped cut has peeled open.
When they come off the grill, allow them to cool slightly and start peeling the outer shell off. Don't wait too long or it is really hard to get the shell off. Enjoy on their own or add to your favorite stuffing.
Notes
Peeling: There are actually two layers to peel off of the chestnuts. The first is the hard outer shell and the second is a papery inner shell. Make sure to get both off. You will see the light creamy tan chestnut. Bad Chestnuts: If the chestnut smells bad or looks like it has mold, throw it out. They will mold quickly so be careful. Good chestnuts will sink to the bottom of a bowl of water. The rotten ones will rise to the top. When buying them, make sure to buy them loose or in a mesh bag. Most grocery stores don’t keep refrigerated and so they can go bad quicker. Eating Right Away: If you are going to eat these fresh off the grill, season them with salt or any spices that you like for an amazing snack or addition to an appetizer tray. Roasting Time: I roasted mine at 10 minutes turning it half way. These can burn quickly, so stay close by. Once you start smelling the nutty smell, they are ready. Storage: When you buy the chestnuts, bring them home and store them in the refrigerator. Once cooked, they can be stored in the refrigerator in a sealed container for about 3-4 days. It’s key to buy and make these in a short period of time.