1. Melt butter in a large saucepan; add onion and celery, and sauté 4 to 6 minutes or until tender. Add chestnuts, and sauté another 2 minutes. Add Marsala, and scrape pan to deglaze. Add chicken broth and next 3 ingredients. Bring to a boil, reduce to a simmer over medium-low heat, and cook, uncovered, 20 minutes. Let cool 15 minutes.
2. Process soup in a blender, in batches, until smooth. Return to saucepan, stir in nutmeg, and bring to a simmer. While soup reheats, fill a soup tureen with boiling water, and let warm for several minutes; drain tureen. Transfer hot soup to warmed tureen, and serve.
*For testing purposes, we used Minerve brand whole roasted chestnuts.