1. Peel the onion, clean the celery stalk. Heat 1 liter of water with chicken broth, onion, and celery stalk in a pot. Add chestnuts, cook for 10 minutes over low heat. Remove 100g of chestnuts from the pot and continue cooking for 20 minutes.
2. Remove the onion and celery, and blend the mixture until it is smooth. Incorporate the cream by whisking, then season with salt and pepper.
3. Toast the ham slices in a dry non-stick pan. Fry the reserved chestnuts in butter.
4. Return the soup to low heat for 2-3 minutes to reheat. Dilute the egg yolk with one ladle of soup in a soup dish, then pour the rest of the soup in, stirring.
Finally, serve immediately with ham slices, chestnuts, and Parmesan cheese.