Preheat the oven to 350 degrees Fahrenheit and then prep your baking sheet with either silicone mats or parchment paper.

In a medium bowl, combine the egg and Nutella. Mix it with an electric mixer until it's glossy and smooth. This might take a minute or two! If you let your egg come up to room temperature first, this part will go faster.

Add the flour and continue mixing on medium speed until well incorporated.

Cover the bowl with plastic wrap and chill it in the fridge for 15 minutes.

Use a small cookie scoop to scoop out cookie dough balls that are 1 inch in diameter. Use your hands to roll them into an even ball, and then coat them with chopped hazelnuts.

Place the coated cookie balls on the prepared baking sheets, and use your thumb to press a small divot into the top of each ball.

Add the Nutella fillings! Place a spoonful of Nutella into each divot, or use a piping bag.

Bake cookies for 8-10 minutes, and then let them cool for an additional 10 minutes before serving!