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1
Combine chestnuts, milk, sugar, fennel seeds, and a pinch of salt in a medium saucepan and bring to a simmer over medium heat.
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2
Reduce heat to medium low and simmer, stirring often and breaking up the chestnuts as you stir, until milk has been absorbed, about 10 to 13 minutes.
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3
Meanwhile, melt chocolate in a heatproof bowl placed over a pot of simmering water; set aside.
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4
When chestnuts are cooked, rice them (or put them through a food mill fitted with the medium disk) into a large mixing bowl.
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5
Add Cognac and melted chocolate and fold together until smooth, with no pockets of unmixed chestnuts (it will resemble cookie dough).
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6
Pack it into a smaller bowl, cover with plastic, and refrigerate for at least 1 hour or overnight.
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7
At serving time, whip cream with powdered sugar and vanilla until soft peaks form.
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8
Rice chestnut dough onto a large platter, keeping the ricer centered on the platter and lifting the ricer higher each time you fill it so that the threads of chestnut fall lightly into a mountain.
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9
(You can use the food mill for this, but its not as easy as with a ricer.)
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10
Drop about 1/2 of the whipped cream by big spoonfuls onto the mountain.
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11
Serve at table, and pass the rest of the whipped cream.