To make the parfait, place the egg yolks, sugar and coffee in a bowl and whisk over a pan of boiling water for 8-10 minutes. The mixture will start to change colour, increase in volume and thicken. Remove from the heat, softly whip the cream in a separate bowl and add to the coffee mixture. Add the chestnuts and gently mix.
Spoon or pour the finished mixture into 4 coffee cups or glasse