In a medium bowl, sift together 1 cup of all-purpose flour, 1/2 cup unsweetened cocoa powder, 1/2 teaspoon baking soda, and 1/4 teaspoon salt. Set aside.
In a large bowl, using an electric mixer or whisk, beat 1/2 cup softened unsalted butter with 1/2 cup granulated sugar and 1/2 cup packed brown sugar until light and fluffy (3-4 minutes).
Beat in 1 large egg and 1 teaspoon vanilla extract until smooth and creamy.
Gradually fold the dry ingredients into the wet mixture until just combined. Then gently fold in 1/2 cup chopped hazelnuts.
Take a tablespoon-sized amount of dough, flatten it slightly, place about 1 teaspoon of Nutella in the center, and wrap the dough around the filling, sealing completely. Shape into a smooth ball.
Place the filled dough balls on a parchment-lined baking sheet and chill in the refrigerator for at least 30 minutes.
Preheat oven to 350°F (175°C). Bake chilled dough balls for 10-12 minutes, until edges look set but centers are still soft.
Allow cookies to cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.