Heat oven to 350°F/175°C convection. Line an 8-inch/20 cm square baking pan with parchment.
Spread the Nutella in a thin, even layer over the parchment, then freeze until solid, about 30 minutes. Lift the Nutella disk out of the pan, keeping the parchment attached, and set aside.
In a mixing bowl, whisk butter, sugar, egg, yolk, and vanilla until smooth. Fold in flour and baking soda. Spread half the batter into the prepared pan. Place the frozen Nutella disk on top, then cover with the remaining batter. Swirl in Kinder pieces and sprinkle with flaky salt.
Bake until golden at the edges and just set in the center, 22 to 25 minutes. A toothpick should come out with a few moist crumbs.
Cool at least 30 minutes before slicing. Store in the refrigerator.