Place 4 individual tablespoons of Nutella onto baking paper and freeze until completely solid.
Whisk the melted butter, brown sugar, and white sugar together until well combined.
Mix in the vanilla and milk, then fold in the flour until a smooth dough forms.
Refrigerate the cookie dough for 30 minutes to firm up.
Flatten a portion of dough, place a frozen Nutella disc in the center, and roll into a ball to seal.
Bake at 180°C for 10–12 minutes. Allow the cookies to cool completely.
Melt the milk chocolate and stir in the finely chopped hazelnuts.
Coat each cooled cookie in the chocolate mixture and refrigerate until the shell has set.