Score the shells of the chestnuts crosswise, make 5 min. and remove from the shell while still hot, removing the outer shell and inner skin. Cook the peeled chestnuts with the bay leaves in lightly salted boiling hot water for 30 min until tender, then drain and cool. Remove any pieces of skin still adhering to them with a kitchen knife. Pass chestnuts through a sieve to make a relatively dry puree.
Heat the sugar, water, and vanilla bean in a heavy-bottomed saucepan over low heat, stirring until a light, translucent syrup is formed. Remove the vanilla bean and add the chestnut puree to the syrup form. Make, stirring frequently, for half an hour. Pour into sterilized jars and cover with waxed paper circles. Cool completely, then seal.