First, mix together the flour, baking powder and salt in a mixing bowl and in another bowl, beat together the nutella and shortening till they are well combined.
To the nutella bowl, add sugar and combine that as well.
Now add eggs and vanilla beating them in.
Now add flour mixture and milk alternately and mix well.
Mix in the toasted hazelnuts, cover the batter bowl with a cling film and keep it in the refrigerator for around six hours.
Keep the oven on preheat at 375 F and meanwhile shape the batter into small balls of the size of a walnut.
Roll the cookie dough balls in finely chopped hazelnuts and give a final roll in the confectioners sugar.
Put the cookie dough balls on a greased sheet and bake them for about 10 minutes or till the cookies are done.