Roast nuts in the shells by allowing the raw nuts to dry out for a few days before rinsing the shells and roasting them on a baking pan in an oven. Specific times and methods vary depending on the type of nut you want to roast.
To roast hazelnuts in their shells, pluck off the green leafs surrounding the shells, and wash them under water. After the shells dry, spread them in a rimmed baking sheet, and cook them at 275 degrees Fahrenheit for 20 minutes until the shells turn dark brown. Crack one nut open and, if it's roasted thoroughly, allow the rest to cool for a few moments in their shells until you can handle them. Remove the nuts from the shells, rub off the brown papery lining, and spread them on a flat surface to finish cooling.
Nuts, particularly peanuts in the shell, can also be toasted in a frying pan by heating them in a single layer at medium-high heat. Once the shells turn golden brown, remove the nuts from the heat. After breaking open the shells, rub the peanuts in a kitchen towel to remove the paper skins from the roasted nuts. To roast pine or pinon nuts in the shells, cook them at 325 degrees Fahrenheit for at least 10 minutes.