Dissolve gelatin in cold water. In an electric mixer, cream sugar and egg yolks. Slowly pour and whisk the boiling milk over egg mixture. Pour in saucepan. Stir with a wooden spoon over low heat until the mixture coats the back of the spoon, about 5 to 8 minutes. Do not allow to boil. Stir in the gelatin. Strain into a bowl. Cool mixture.
Mix in the vanilla, chestnut puree, and melted chocolate.Whip the heavy cream to a medium peak. Fold in the cool custard. Mix in the rum or brandy. Pour in a decorative mold. Refrigerate for 2 hours. Unmold and decorate with whipped cream flavored with rum and glazed chestnuts.