Easy recipe for Oven Roasted Chestnuts. Clean each chestnut with the damp kitchen towel. With a sharp knife, make a cut across the belly side of the chestnuts. You can also score cross, but one cut across the belly is easy to open it up after they are completely done. Preheat the oven to 400 degrees Fahrenheit. Place the chestnuts in the one layer of the baking tin just to measure how many you can use in one layer.