In a mixing bowl, combine the softened butter and caster sugar. Use an electric mixer or whisk to cream them together until light and fluffy, about 2-3 minutes. Add vanilla extract and ground coffee, mixing well.
Beat in the large free-range egg until fully combined. In a separate bowl, whisk together flour, baking powder, and a pinch of salt. Gradually add dry ingredients to wet mixture, mixing until just combined without overmixing.
Melt dark chocolate with 1 tablespoon of butter over low heat in a small saucepan, stirring until smooth. Remove from heat and cool slightly.
Pour melted chocolate into biscuit dough and fold gently with a spatula to create a marbled effect. Do not overmix.
Cover dough with plastic wrap and refrigerate for at least 30 minutes to help biscuits maintain shape while baking.
Preheat oven to 180°C (350°F). Line baking sheet with parchment paper. Scoop tablespoon-sized portions of dough, roll into balls, and place on sheet spaced apart. Bake 10-12 minutes until edges are lightly golden. Biscuits will firm up as they cool.
While biscuits cool, prepare Nutella filling by mixing Nutella, icing sugar, 2-3 tablespoons milk, and 1 teaspoon vanilla extract until smooth and creamy. Adjust consistency with more milk if needed.
Once biscuits are completely cool, spread a generous amount of Nutella filling on the flat side of one biscuit. Top with another biscuit, flat side down, to form a sandwich. Repeat for all biscuits.
Sprinkle roughly chopped hazelnuts over Nutella filling before placing second biscuit on top for an added crunchy texture and flavor.
Serve and enjoy fresh, or store in an airtight container at room temperature for up to a week. They can also be frozen assembled for up to 3 months.