Preheat oven to 350° F. Brush 2 cookie sheets with melted butter and dust with flour.
Finely grind the hazelnuts in a food processor. Transfer to a mixing bowl.
Finely grind the almonds and add to the hazelnuts in the mixing bowl.
Using a wooden spoon, mix in the confectioners' sugar, orange peel, milk and melted butter.
In a clean bowl, whip the egg whites until soft peaks form. Gradually add the granulated sugar and beat on high speed until the whites are stiff and glossy.
Sift half of the flour over the nut mixture and stir in. Fold half the whites into the nut mixture.
Repeat with remaining flour and egg whites.
Increase the oven temperature to 375° F. Drop scant tsp of the batter 1 1/2 inches apart on the prepared sheets.
Bake the cookies on the upper and middle racks of the oven for 12 to 14 minutes, or until browned at the edges, shifting the sheets from top to bottom and back to front halfway through. Immediately transfer the cookies to wire racks to cool. Repeat with the remaining batter. Wipe the cookie sheets clean and let them cool completely. Butter and flour the sheets before reusing
Melt the chocolate in a microwave oven, about 1 minute. Stir in the Nutella.
Line 2 baking sheets with wax paper. For each sandwich, drop a scant 1/2 tsp of the chocolate filling on the bottom of a cookie; cover with another cookie and press gently so the filling spreads to the edge.
Repeat with the remaining cookies and filling. Transfer the sandwich cookies to the prepared baking sheets and refrigerate until set, about 10 minutes.
May be stored in an airtight container for up to one week or frozen for up to 2 months.Servings: 3 dozen