2. Preheat broiler. Remove livers and chestnuts from marinade; discard marinade. Place a piece of bacon on a work surface and put a piece of liver and a chestnut half in center. Wrap bacon around liver and chestnut and secure with a wooden pick. Make more rumaki in same manner.
3. Broil rumaki on rack of broiler pan 2 inches from heat, turning once, until bacon is crisp and livers are cooked but still slightly pink inside (unwrap one to check for doneness), 5 to 6 minutes. Serve immediately.
Adam Rapoport, editor in chief of Bon Appetit magazine and the website www.bonappetit.com, knows his way around a grill. He has edited an entire book on the subject: The Grilling Book: The Definitive Guide from Bon Appetit.