How to Make It
Preheat oven to 375°F. Process hazelnuts and 1 tablespoon of the sugar in a food processor until finely ground, 15 to 20 seconds.
Sprinkle remaining 2 tablespoons sugar onto a work surface. Roll puff pastry sheet into a 12-inch square. Pierce surface of pastry all over with a fork. Spread Nutella over pastry to within ¼ inch of edges. Sprinkle with ground hazelnut mixture, pressing to adhere. Cut pastry into 16 3-inch squares. Cut each square in half diagonally to form 32 triangles. Starting on the wide side, roll up one triangle; firmly press tip of triangle into pastry to seal. Repeat procedure with remaining triangles. Place pastry rolls, point sides down, 2 inches apart, on 2 parchment-lined baking sheets. Freeze until firm, about 15 minutes.
Whisk together egg yolk and 1 teaspoon water in a small bowl; brush cookies with egg wash. Bake, rotating sheets 180° and top to bottom after 10 minutes, until golden brown, 15 to 18 minutes. Let cool completely on baking sheets.