I don't think it makes any tremendous difference. I'd probably lean towards toasting them whole first, then chopping just because the size will be more consistent so the toast might be a little more even.
Discussion of the long-term health effects would be little more than speculation; however, there is a specific nutritional claim which can be tested, and has been tested in the commercial food-processing setting.
See: Formation of Lipid Oxidation and Isomerization Products during Processing of Nuts and Sesame Seeds:
The aim of the present study was to quantify some nutritional and safety quality parameter changes that take place in nuts (roasting) and sesame seeds (dehulling, roasting, milling, and sterilization) during processing.
...
All these parameters were significantly affected by the different processing stages, especially by roasting and sterilization (tahina). Nut roasting and sesame heat treatment increased the primary (hydroperoxides) and secondary (aldehydic compounds) lipid oxidation products, with the p-anisidine value reaching 6−11.5 and thiobarbituric acid reactive substances 3−5 mg/kg (equiv of malondialdehyde) in the different end products. In addition, roasting led to the formation of CML (between 12.7 and 17.7 ng/mg) and tFAs (between 0.6 and 0.9 g/100 g) in nuts and tahina, which were absent in the raw material. Roasting parameters appear as the critical factor to control to limit the CML and tFA formation in the final product.
You'd have to read the whole study for a detailed analysis of how roasting affects the lipid oxidation products, which are the same products seen in rancid or overheated fats, but there is going to be some effect.
This is really more of an issue in a food plant because they use big machines designed to roast huge quantities of nuts (we're talking 200 kg/h for a low-end, $5000 gas-fired machine). The heat characteristics of one of these machines is going to be completely different from the comparatively slow roasting of a tiny quantity of nuts in a home oven, so don't panic.
To be any more specific, you'd have to specify the kind of nut. The oils from different nuts peroxidize at different temperatures; some unrefined nut oils start to smoke at around 160° C / 320° F (peanut/walnut), others go well into the 200° C / 400° F range (e.g. almonds). In any case, it's very rare that you'd actually be heating the nuts up to these temperatures unless you left them roasting too long, and they'd smell very burnt at that point.
Just don't eat hundreds of pounds of roasted nuts every month, and don't burn them when you roast them, and you'll be fine.
Best Answer
It's obvious why these nuts are not mass-produced: the environmental variables are just too disparate:
So that's why you're seeing a large number of methodologies on how to roast them: it d e p e n d s so we will not be able to tell you how to handle your nuts exactly ¯\_(ツ)_/¯ and you need to fall back to the empirical method.
As you've only got a jar of them, it doesn't make sense to put them in an oven as the quantity is too small. That's the major difference between home cooking (small batch) and professional cooking (large batch) and in this case, you should use the non-professional method of dry-frying them instead:
Now pour the jar in the pan ensuring the nuts are not stacked on top of one another and are all touching the base of the pan just like the one single nut did and repeat the process for the single perfect nut for all of the nuts you've got left in your jar.
P.S. And if you're still not totally nuts about how to handle these nuts, you might actually be able to enjoy your nuts! ;-)
P.P.S. Anyone else reading this who has an entire crate of these: yes you can use the empirical method for your particular oven, for your particular settings for your individual taste too... :-)