Chapter number in Lenny and roman numerals to Old Style

Is there a way to change the chapter number in fncychap as well as the roman numerals in the \frontmatter to be old style figure style?

\documentclass{amsbook}
\usepackage[osf]{mathpazo}
\usepackage[Lenny]{fncychap}
\ChRuleWidth{1.618pt}
\ChTitleVar{\raggedright  \huge }
\ChNameVar{\raggedleft  \Huge }

\begin{document}
\frontmatter
\tableofcontents
\chapter{One}
Hi
\newpage
\chapter{Two}
Hi
\mainmatter
\chapter{Three}
Hi
\end{document}

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The Lenny style, apart from being ugly, uses Times for typesetting the chapter number. Using old style figures would not make sense anyway, because of the hole in the upper line. –  egreg Jul 26 '11 at 10:20
Thank you. Can you suggest a nice chapter heading (or a few) which is compatible with old style? –  user02138 Jul 26 '11 at 10:25
You find a number of examples in the documentation of titlesec. There are many also usable with memoir (texdoc MemChapStyles). –  egreg Jul 26 '11 at 10:41
See my work-around below. –  user02138 Jul 26 '11 at 11:56

This seems to be working quite nicely (at least for the chapter numbering). The only problem that I see is one of alignment.

\documentclass{amsbook}
\usepackage[osf]{mathpazo}
\usepackage[Lenny]{fncychap}
\ChRuleWidth{0pt} %0.618pt for Lenny
\ChNameVar{  \Huge \bfseries  }
\ChNumVar{\fontsize{45}{100} \rm}
\ChTitleVar{  \huge }

\begin{document}
\frontmatter
\tableofcontents
\chapter{This is Chapter 1}
\section{Section 1, Chapter 1}
Hi
\newpage
\chapter{This is Chapter 2}
\section{Section 1, Chapter 2}
Hi
\mainmatter
\chapter{This is Chapter 3}
\section{Section 1, Chapter 3}
Hi
\end{document}

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