It is as familiar a phrase as any in American English, usually remembered in the smooth baritone of Nat “King” Cole: “Chestnuts roasting on an open fire . . .” The song was written by Robert Wells and Mel Tormé in 1945. (The first line made more sense then.) It is secular, as Christmas songs go — both Wells and Tormé were Jewish — but it acknowledged that yes, this is a religious holiday.