Rinse the chestnuts under cold water and put them in a 2-quart / 2 L bowl. Cover with 1 L cold water and soak for 8 hours or overnight, until they swell and feel plump.
Drain the chestnuts in a fine-mesh strainer and discard the soaking water. Pick off any dark bits of skin, then tip them into a 22 cm / 4-quart heavy-bottomed pot with the milk, sugar, lemon zest, cinnamon stick and salt.
Heat over medium, stirring, for 8 to 10 minutes until the milk steams and tiny bubbles form at the edge. Drop the heat to its lowest setting so the surface barely trembles. Don't let it boil.
Simmer uncovered for 50 minutes, scraping the bottom with a wooden spoon every 3 to 4 minutes. The chestnuts are done when a knife slides in with no resistance and the center is soft and crumbly. The milk should be a pale, loose cream that lightly coats a spoon.
Remove the zest and cinnamon stick. Taste and stir in up to 1 tbsp more sugar if you like. Ladle into shallow bowls and serve warm.