This first step is optional, but I highly recommend it for best hazelnut flavor. Spread the chopped hazelnuts on a lined baking sheet. Bake in a 300°F (149°C) oven for 5–7 minutes, or until slightly darkened. Allow to cool for at least 5 minutes before using in the dough in step 4.

In a medium bowl, whisk the flour, cocoa powder, baking soda, and salt together until combined. Set aside.

In a large bowl using a handheld or stand mixer fitted with a paddle attachment, beat the butter, brown sugar, and granulated sugar together on medium-high speed until fluffy and light in color, about 3 minutes. (Here’s a helpful tutorial if you need guidance on how to cream butter and sugar.) Add the egg, egg yolk, and vanilla extract, and beat until incorporated. Add the Nutella, then beat on high speed until combined. Scrape down the sides and bottom of the bowl as needed.

Add the dry ingredients to the bowl with the wet ingredients, and beat on low speed until combined. Add the chopped hazelnuts and beat on low until incorporated. The cookie dough will be very thick, soft, and sticky. Cover dough tightly and chill in the refrigerator for at least 2 hours and up to 3 days. Chilling is mandatory for this soft cookie dough.

Preheat oven to 350°F (177°C). Line large baking sheets with parchment paper or silicone baking mats. (Always recommended for cookies.) Place the granulated sugar in a small bowl and the confectioners’ sugar in another bowl, for rolling. Set aside.

After chilling in the refrigerator, the cookie dough will be very crumbly and that’s ok. The warmth of your hands quickly makes the dough workable. Scoop dough and roll into balls, a very scant Tablespoon (17g) of dough each. Make an indent with your finger or thumb in the center of each dough ball, and pinch and mold until they resemble small “bowls.” Add a scant 1/2 teaspoon of Nutella into the indent of half of the dough “bowls.” Place the other (empty) bowl-shaped pieces of dough over the top of the Nutella-filled pieces, and gently pinch the sides together to seal. Gently roll each of the stuffed dough balls in your hands to smooth out into a nice round ball.

Roll the cookie dough ball first in the granulated sugar, then very generously in the confectioners’ sugar. (Altogether, each filled and sugared dough ball should weigh about 40g.) Place the dough balls 3 inches apart on the lined baking sheets.

Bake the cookies for 11–12 minutes or until the edges appear set and the centers still look soft.

Cool cookies for 5 minutes on the baking sheet, and then transfer to a cooling rack to cool completely. You’ll notice the confectioners’ sugar coating is quite sticky while the cookies are warm, and it may absorb into the cookie a bit. The coating may take on a yellow tint because of this. You can use a sieve to sift a little more confectioners’ sugar on top once the cookies have cooled, for a fresh white coating.

Cookies stay fresh covered at room temperature for up to 1 week.