If you can't find dry-packed roasted chestnuts at your local market, try Kalustyans.com.
This recipe is from the Stirring Up Memories Christmas Menu .
In same skillet, melt remaining 4 tablespoons butter over medium-high heat. Add mushrooms and chestnuts; cook 5 minutes, or until mushrooms are tender. Remove from heat. Add Cognac and carefully ignite, holding a lighted match just above the surface. When flame dies out, transfer mushrooms and chestnuts to saucepan with pancetta-shallot mixture.
Tie together bay leaf, sage, and thyme; add to mushroom mixture, along with chicken stock. Bring to a boil, reduce heat, and gently simmer 30 minutes, stirring occasionally.
Remove from heat; let cool 10 minutes. Remove pancetta and herb bundle from soup; discard. Working in batches, transfer soup to blender; process until smooth.
Return soup to saucepan over low heat. Stir in half-and-half and cook just until heated through (do not boil). Season to taste with salt and pepper before serving.