I had a chestnut bun on my first trip to China last year and am trying to find a similar product locally. I checked with every bakery in chinatown. It's just a soft bread roll with chestnut paste inside and I'm absolutely obsessed.
Anybody know where I can get some?
I was just looking on the menu at Japonais, and I think they have what you are looking for on the desert menu. They describe it as a beignet filled with a warm chestnut paste. So it's probably fried rather than baked. Maybe you should check it out. Even if it's not the same as what you had in China...it sounds delicious!! Good luck.