How to Make It
Heat milk in a small saucepan over medium heat; keep warm. Combine 1/4 cup milk, honey, and yeast in the bowl of a stand mixer fitted with the dough hook. Let stand 5 minutes or until mixture is bubbly. Stir in remaining 3/4 cup milk and olive oil.
Weigh or lightly spoon 3 ounces (1 3/4 cups) bread flour and rye flour into dry measuring cups; level with a knife. Add 1 3/4 cups bread flour, rye flour, hazelnuts, and salt to stand mixer; mix at medium-low speed just until combined. With mixer at low speed, gradually add remaining 2 ounces (1/4 cup) bread flour. Mix at low speed 5 minutes or until a soft dough forms, scraping sides of bowl once. Place dough in a bowl coated with cooking spray, turning to coat. Cover and let rise in a warm place (85°), free from drafts, 1 hour or until doubled in size.
Punch dough down; turn out onto a lightly floured surface. Cut dough into 16 equal pieces. Working with 1 piece at a time, roll dough into a ball by cupping your hand and pushing against dough and surface while rolling. Arrange the dough balls 1 inch apart on a baking sheet coated with cooking spray. Cover and let rise 45 minutes or until the dough is doubled in size.
Preheat oven to 375°.
Combine 1 tablespoon water and egg white in a small bowl; brush evenly over rolls. Bake at 375° for 14 minutes or until golden. Remove rolls from pan; cool on a wire rack.