how far in advance can one peel chestnuts?
You can keep them for a couple of days after they've been roasted and peeled. Also, in case it helps, I always find them easier to peel right out of the oven. Cut them with crosses first, then roast, then wait only till you can just handle them. You'll always have a few difficult ones, but I think that they get more difficult as they cool.
In the pursuit of the no-stress holiday, however, I will usually buy a jar of peeled cooked chestnuts. Expensive, but completely worth it once or twice a year.