PREHEAT OVEN TO 350F. Score chestnuts on their rounded sides and toss them in just enough oil to lightly coat them. Place chestnuts on baking sheet. Bake until skins have opened and meat is tender, about 20 minutes. When cool enough to handle, peel and dice them into small pieces. Set aside. Rinse lentils and combine them in soup pot with the water. Bring to boil.
Cook a few minutes at gentle boil, removing foam that forms on surface. Add carrot, celery, onion, garlic, bay leaf, salt and parsley. Lower heat and simmer until lentils are tender, about 35 minutes. When done, remove parsley sprigs and bay leaf. Correct seasoning and add salt, if necessary. Puree half the lentils until smooth, then recombine them with the rest.
FINISHING THE SOUP: In pan large enough to hold soup, warm olive oil, then add roasted chestnuts and herbs. Cook over medium heat, stirring frequently, for several minutes. Add wine and tomato paste. Stir to dissolve tomato paste and cook a few minutes to reduce wine. Stir in lentil mixture and simmer gently 20 minutes. If soup is too thick, thin it with a little water, stock or cream until of right consistency. Taste for salt and season with pepper. Serve with spoonful of olive oil swirled into each bowl. Sprinkle with parsley and croutons, if desired.