Preheat the oven to 375°F. Scrub the butternut squash and cut in half lengthwise. Scoop out the seeds and brush the cut surface with vegetable oil.

Place, cut side down on a shallow baking pan that's been sprayed with nonstick spray. Bake for 25 to 35 minutes, until the squash appears wrinkled and is very tender when pierced with a knife.

Set aside until cool enough to handle.

While the squash cools, melt the butter in a 4-quart saucepan over medium heat. Add the shallots and sauté just until softened, 1 minute.

Add the chestnuts, salt, and pepper and continue cooking, stirring frequently, 2 minutes longer. Do not brown the mixture. Stir in the apple cider and bring to a simmer.

Scoop the butternut squash from its skin and add it to the simmering cider.

Using a spatula or large spoon, mash the squash as best you can, then add chicken broth. Bring the soup back to a simmer and cook for about 5 minutes longer.

Using a hand-held blender, purée the soup directly in the pan, or, blend in several batches in a conventional blender and return to the pan. Stir in the cream and nutmeg and heat through, 1 minute.

To serve, ladle the soup into serving bowls, drizzle with truffle oil if desired and garnish with a sprinkling of thyme leaves.