Make the dough by combining the cold butter, powdered sugar, cocoa, flour, and salt in the bowl of a stand mixer fitted with the paddle. Mix on medium until the mixture is sandy and no visible butter pieces remain, about 2 to 3 minutes. Add the egg and the yolk and mix only until the dough just holds together. Shape into a flat disk, wrap in plastic, and chill for 30 minutes.

On a lightly floured surface, roll the chilled dough between two sheets of parchment to a ⅛-inch/3.5 mm thickness in a rectangle. Spread the Nutella in an even layer over the dough, then scatter the crushed hazelnuts. Roll the rectangle tightly from the long side into a uniform log and transfer it to a parchment-lined baking sheet.

Using a sharp knife, lightly score the log halfway through at the width you want the cookies, about ¾ inch/2 cm apart (do not cut all the way through). Bake in a preheated 340°F/170°C oven (top and bottom heat) until set and slightly firm to the touch, about 25 minutes.

Let the log cool on the baking sheet for 8 to 10 minutes.

While still warm, slice through the scored lines to make cookies. Finish with a light dusting of powdered sugar or a drizzle of melted Nutella, if desired. Store completely cooled cookies in an airtight container at room temperature for up to 5 days.