Put them in a grocery bag (paper) to cool, to the touch. To peel, begin by rolling them together. Put your hands in the bag, and rub them together between your hands. Finish the job with a small paring knife.
Fire Roasted: Cut an "X" through the skin on the flat side of each chestnut. Place in a long-handled metal basket and place over the coals of a fire until the chestnuts get toasty and the skin around the nut curls. Let cool, then peel and enjoy.