1. Preheat oven to 375 degrees F.
2. In the bowl of a standing, electric mixer, combine egg yolks, brown sugar, and white sugar. Beat until light and fluffy, approximately 2 minutes.
3. Add milk, vanilla extract, flour, and salt. Beat until combined.
4. Chop nuts and put them on a plate large enough to roll your cookies.
5. Beat egg whites with a fork in a small bowl until airy (2 minutes).
6. Scoop two tablespoons of dough and roll it into a ball. Coat the ball in egg whites and then roll in chopped hazelnuts. Gently press your thumb into the center of the cookie until indented. Place on a parchment paper lined baking sheet.
7. Bake for 14-16 minutes, or until lightly browned on the edges. If indentation has disappeared, press gently with the end or a wooden spoon while hot. Allow to cool completely.
8. Pipe or spoon Nutella topping into the indented center. Store in a covered container in a cool place or refrigerate.