Thoroughly wash and dry the chickens. Season the inside and outside of both birds with salt and pepper.
In a large skillet, heat 4 tablespoons oil over medium heat. Add chestnuts and bay leaves and cook 8 to 10 minutes, stirring occasionally until golden brown. Add shallots and garlic, season with salt and pepper, and cook 3 minutes. Add sherry and 2 tablespoons thyme, and cook until sherry is reduced to a glaze, about 4 minutes. Cool.
Preheat oven to 425 degrees. In a bowl, combine remaining 2 tablespoons of thyme, coriander, and remaining 2 tablespoons of oil. Working carefully, separate the skin from the meat of the breasts and the thighs and rub spice mixture in between.
Divide chestnut mixture evenly and use it to stuff the cavities of the chickens. Tie the legs together to hold the stuffing in place.
Set the chickens on a nonstick roasting rack in a roasting pan, breast side down, and roast for 20 minutes. Turn the chickens breast side up, baste with pan juices, and roast 40 minutes more, basting every 15 minutes until an instant-read thermometer inserted at the joint between the thigh and leg reaches 165 degrees. Transfer the chicken to a platter. Let cool for 15 minutes.
Meanwhile, tilt the roasting pan and skim off and discard any fat. Add orange juice to the roasting pan, set the pan over a low flame, and scrape off any browned bits stuck to the pan.
To serve, spoon the chestnuts out of the birds and into a bowl. Cut each chicken into 8 pieces (2 drumsticks, 2 thighs, 2 breast halves, 2 wings) and pour the pan juices over chicken.