Put chocolates and butter in a medium metal bowl and set bowl over a pan filled with 1 in. of simmering water. Cook, stirring occasionally, until melted, then remove from heat and let cool slightly. Whisk in eggs and sugar, mixing until combined. Then whisk in flour, baking powder, and salt. Mix in hazelnuts. Chill dough, covered, until firm, about 2 hours.
Let dough sit at room temperature 15 minutes. Meanwhile, preheat oven to 350° and line 2 baking sheets with parchment paper. Scoop 1 tbsp. portions of dough, rolling each into a ball, and put onto sheets 1 in. apart. Using the palm of your hand, press balls into 1/4-in.-thick rounds. Bake cookies until they no longer look wet on top, about 8 minutes. Let cool on baking sheets.
Spread the flat side of 1 cookie with about 1 tbsp. Nutella and sandwich with another cookie. Repeat with remaining cookies.
Make ahead: Batter up to 1 day; baked cookies up to 2 days, airtight.
Note: Nutritional analysis is per sandwich cookie.
Total time does not include chilling and cooling time.