Preheat the oven to 400F (200C) and line two large rimmed baking pans with parchment paper.
Roll one part of the dough over alightly floured surface into a 12-inch circle. Use a sharp knife to trim the edges.
Spread a thin layer of nutella, 3-4 tablespoons, then sprinkle with the ground hazelnuts.
Use a pizza wheel to slice the circle into 16 wedges (like pizza).
Roll each wedge starting from the wide end towards the tip, them place it over the prepared pan.
Repeat with the other parts of the dough.
Brush the unbaked cookies with the egg yolk, and sprinkle with the sugar.
Bake for 15-17 minutes, until the cookies are puffed, and deep golden brown.
Remove from the oven and allow to cool and set before serving.