For the marinade: Combine soy sauce, ginger, sherry and sugar in a small bowl. Add the chicken livers and water chestnut pieces and marinate them in the refrigerator for 1/2 hour.
Place 1 chicken liver piece and 1 chestnut piece in the center of each bacon-half, wrap, and secure with a toothpick.
Broil: Place the Rumaki on a broiler pan or shallow baking pan and broil, about 5 or 6 inches from the heat, until the bacon is crisp, about 10 to 15 minutes.
Or bake: Bake the appetizers in a 375�F oven for 20 to 25 minutes.
Serve hot.
Makes 24 appetizers