Preheat oven to 350°F (175°C). Line baking sheets with parchment paper.

In a medium bowl, whisk together flour, cocoa powder, and salt. Set aside.

In a large bowl, beat butter and sugar until light and fluffy. Add egg yolk, milk, and vanilla extract, and mix well.

Gradually add the dry ingredients to the wet ingredients, mixing until just combined.

Place hazelnuts in a small bowl. Roll tablespoon-sized portions of dough into balls, then roll in the chopped hazelnuts to coat.

Place the dough balls onto the prepared baking sheets. Use your thumb to make an indentation in the center of each ball.

Bake for 10-12 minutes, or until set. Remove from the oven and let cool for 5 minutes.

While the cookies are still warm, spoon the chocolate-hazelnut spread into the indentations. Let cool completely before serving.