In the bowl of a stand mixer fitted with the paddle attachment, combine the butter, powdered sugar, flour, cocoa powder, and salt. Mix on low speed until the mixture resembles fine crumbs. Add the egg and yolk, and mix just until the dough comes together. If the dough is too dry, add the heavy cream, one teaspoon at a time. Reserve the egg white for later. Shape the dough into a disc, wrap tightly in plastic wrap, and refrigerate for at least 30 minutes. Meanwhile, preheat the oven to 350°F (180°C) and line a baking sheet with parchment paper.
On a lightly floured surface, roll the dough to about ¼ inch (½ cm) thick. Using a 2½-inch (6 cm) round cutter, cut out circles of dough. Gather and re-roll scraps as needed.
Place 1 teaspoon of hazelnut spread and 1 teaspoon of Nutella in the center of each round. Top with a piece of Kinder chocolate. Lightly brush the edges of the dough with the reserved egg white. Fold the dough into a triangle, pinching the corners together to seal. Arrange the cookies on the prepared baking sheet and freeze for 1 hour. (This step is optional but helps maintain the shape and keeps the filling gooey after baking.)
Bake for 8 to 10 minutes, until the edges are set. Let cool completely on a wire rack.
Drizzle with additional hazelnut spread and sprinkle with chopped hazelnuts before serving.