In the bowl of a stand mixer, beat together the butter, powdered sugar and vanilla extract until creamy.
Mix in the whole egg, egg yolk and lemon zest til incorporated.
Add the flour, ground hazelnuts and a pinch of salt.
Mix until combined.
Transfer the pastry dough onto a work surface and knead just until you have a smooth round ball of dough.
Divide the dough in half, cover each half with cling wrap and chill for 30 to 60 minutes.
On a lightly floured work surface, roll out one disc of dough just shy of 1/4 inch thick.
Dip a round 3-inch scalloped cookie cutter in flour and cut out as many discs as you can make. (mine was 2 ¾ inch round)
Use an offset spatula to gently transfer the cutouts onto a parchment-lined cookie sheet.
Re-roll the remaining pieces of dough and cut out more discs.
Repeat with the second disc of dough until you've used it all up.
Use a piping bag or two small spoons to place a dollop of Nutella in the centre of each cookie.
Flip part of the dough over to enclose the Nutella while forming the half moons. (don't worry if some of the Nutella oozes out, it will set while baking)
Crimp the edges together with a small fork or whatever tool you have on hand.
Bake the Nutella-stuffed cookies for approximately 12 to 15 minutes.
NOTE: 12 minutes will give you a paler and more tender cookie. For a crispier cookie, bake a couple of minutes more.
Transfer the cookies onto a wire rack to cool and serve with a generous dusting of powdered sugar.