1. Cut chestnuts: Before baking chestnuts, cut a small hole in the flat bottom of chestnuts with a knife, which will help steam escape and prevent chestnuts from bursting during baking.

2. Soak chestnut: soak the cut chestnut in cold water 15-20 minutes. Doing so can help soften the skin and make it easier to peel off after baking.

3. Preheat the oven: Preheat the oven to about 200 degrees Celsius (400 degrees Fahrenheit).

4. Oiling: Coat the baking tray with a layer of vegetable oil to prevent chestnuts from sticking to the baking tray.

5. Baking time and temperature: evenly distribute the soaked chestnuts on the baking tray to ensure that they do not overlap. Put the baking tray in the preheated oven for about 20-30 minutes, or until the chestnut skin turns brown and the inside is cooked. It can be adjusted according to the size of chestnut and the characteristics of oven.

6. Turning chestnuts: During baking, it is recommended to turn chestnuts every 10 minute to ensure that chestnuts are evenly heated.

7. Cool and peel: After the roasted chestnuts are taken out, protect your hands with towels or thick gloves and wait for them to cool to a touchable temperature. Then you can peel it gently. If chestnuts are cooked thoroughly enough, the skin of chestnuts should be relatively easy to remove.

8. Enjoy: chestnuts can be eaten directly after peeling, and can also be used to make various dishes and desserts.

Please note that the above steps are only general guidelines, and the time and temperature of roasting chestnuts may vary according to personal preferences, the size of chestnuts and the performance of the oven. When roasting chestnuts, it is best to keep an eye on them to ensure that they are not overcooked or undercooked.