Fit a stand mixer with the dough hook.
Put the flour, yeast, salt, and sugar into a large stand mixer bowl. Use a handheld whisk to combine the mixture, then make a well in the center.
Warm the milk in the microwave for about 30 seconds. It should be warm but not hot. Break the eggs into a jug or small glass bowl, lightly beat, then add the warm milk and briefly beat again.
Pour the milk and egg mixture into the well you made in the flour mixture.
Mix on a slow speed for 2 minutes, then increase the speed to medium for 7 minutes.
Keeping the speed at medium, add the butter one piece at a time, allowing the butter to become fully combined with the dough before adding the next piece.
When all the butter has been added, you will have a very light, smooth, and elastic dough.
Grease a large clean bowl with a little olive oil and transfer the dough into it. Cover with plastic wrap and leave to rise in the refrigerator for at least 6 hours but preferably overnight.
To make the filling, add the hazelnuts to an ovenproof dish and roast at 350ºF for 10 minutes. Meanwhile, add 2 cups of Nutella to a small mixing bowl.
Remove the hazelnuts from the oven and use a sharp knife to roughly chop them, then add them to the bowl of Nutella and mix thoroughly together.
Generously flour the work surface and your hands. Take the dough out of the refrigerator, turn it out onto the work surface, then cut it into 8 sections.
Use your hands to roll each section into a ball, then use a floured rolling pin to roll the ball into a rectangle of about 25x12cm (it doesn’t have to be a perfect rectangle).
Spread a heaped tablespoon of Nutella chocolate filling onto the rolled-out dough, taking care not to spread the chocolate all the way to the edges.
With the longest edge facing you, roll up the dough into a sausage shape. Seal the free edge together with your fingers.
Use a sharp knife to cut the dough lengthways but leave one attached by a gap of a couple of cms.
Twist the two strands of dough together, then bring the ends in to make a circular shape. Tuck each free end of dough underneath the loop as if you’re tying a knot.
Transfer the twisted buns to two baking trays lined with baking parchment. Leave to rise somewhere warm for 40 minutes.
Preheat the oven to 350ºF. When the buns have doubled in size, brush them with the beaten egg, then bake them in the center of the preheated oven for 20 minutes or until golden brown.
Meanwhile, make the glaze by adding the sugar and water to a small saucepan set over medium heat. Boil for 2 minutes, then brush the syrup over the buns as soon as they come out of the oven.
Leave to cool for ten minutes before eating. Best if they are eaten warm, so you don’t need to cool completely.