How to Make It
Wash the chestnuts in cold water, then soak them in lukewarm water for 20 minutes to soften their shells. Using a sharp paring knife, make a shallow horizontal slash across the rounded side of each chestnut.
Put the chestnuts in a medium saucepan and cover amply with water. Cover the pan and bring to a boil over high heat; boil for 25 minutes. Scoop the chestnuts out of the hot water a few at a time and peel them while still very warm; make sure you remove both the outer shell and the wrinkled inner skin. (Don't worry about keeping the chestnuts whole; you'll be pureeing them later.)
Put the peeled chestnuts in a clean saucepan with just enough milk to cover and a pinch of salt. Simmer steadily over moderate heat until all the milk has been absorbed, about 20 minutes. Meanwhile, melt the chocolate in a double boiler.
Pass the chestnuts through the large holes of a food mill into a bowl. Stir in the melted chocolate and the rum. Cover the bowl with plastic wrap and refrigerate until chilled, at least 1 hour.
Pass the chocolate chestnut puree through the food mill fitted with the same disk (or through a ricer), letting it drop onto a round serving platter. As the puree piles up, move the food mill so that you end up with a spiraled mound. Do not pat or shape it in any way.
In a chilled bowl and using a chilled whisk, beat the heavy cream with the sugar until it holds its shape. Spoon half of the whipped cream onto the chestnut mound; it should reach about two-thirds of the way down and have a natural, "snowed-on" look. Serve the remaining whipped cream on the side.