Preheat the oven to 375 degrees F and place the rack in the center. Line a baking sheet with parchment paper.
In a large bowl, whisk the flour, sugar, cocoa powder, baking powder, and salt until combined.
Add the butter. Use your fingertips to rub it into the flour until the butter is pea size and the mixture is coarse.
In a separate bowl, whisk together the egg and cream.
Slowly pour the wet ingredients into the dry ingredients and stir until the dough just comes together. Gently and briefly knead the dough with your hands. Add the toasted hazelnuts and knead gently to incorporate.
Flatten the dough into a rectangle approximately 6 to 12 inches and spread 1/4 cup of the Nutella on top in a crisscross pattern. Roll the dough up to make a cylinder about 6 inches long, turn it on its end, and gently flatten it into a disk about 1 3/4 inches high. Do not overwork the dough.
Cut the dough into 6 or 8 wedges and place them on the prepared baking sheet.
Bake the scones for 18 to 20 minutes, rotating the baking sheet halfway through, or until a toothpick inserted into the center of a scone comes out clean. Do not overbake.
Transfer the scones to a wire rack to cool completely.