Andrew Spurgin uses fresh chestnuts when they're in season in fall and winter. He cuts them in half and boils them quickly to soften, then pops the chestnut flesh out of the shell before roasting.
1. Preheat oven to 350°. Toss chestnuts in oil and put on a rimmed baking sheet. Bake, turning often, until slightly toasted but not dry, 10 to 15 minutes.
2. Bring a large pot of salted water to a boil. Add brussels sprouts and cook until bright green and just tender, about 6 minutes. Drain and rinse with cold water.
3. Cook bacon in a large frying pan over medium heat, stirring often, until almost crisp. Drain bacon in a strainer, reserving fat in a bowl.
4. Wipe out pan and add 3 tbsp. reserved bacon fat. Add shallot and cook, stirring often, until softened and starting to brown, about 3 minutes. Add drained brussels sprouts and cook, stirring often and adding more fat if needed, until browned and starting to crisp, about 6 minutes. Sprinkle with salt, pepper, nutmeg, and lemon juice, stirring to combine.
5. Transfer to a serving bowl and top with reserved bacon and chestnuts.