Place the milk in a small saucepan and heat it up until lukewarm. If you are using dried active yeast, transfer about 150ml of lukewarm milk into separate jug and add 1 teaspoon of sugar. Stir to dissolve sugar, then add active yeast. Give it a stir and set aside for 15 minutes to activate it. If you are using fast-action dried yeast, then simply skip this part and just warm up your milk.
Add cubed butter to your lukewarm milk, swirling the saucepan every now and then to encourage the butter to melt. Set aside.
In a bowl of a freestanding mixer fitted with hook attachment, mix the flour, sugar and salt. Mix briefly, then add yeast, an egg and milk and butter mixture. With the mixer running on low speed, mix together for 2 minutes. Increase the speed to high and mix for further 6-8 minutes until you have smooth and elastic dough that no longer sticks to the sides of the bowl. Transfer the dough onto lightly floured surface, roll into a ball and place in a clean, lightly oiled bowl. Cover with clingfilm or clean kitchen towel and let it rise somewhere warm for 2 hours or until doubled in size.
Remove the dough from the bowl into a lightly floured surface. Gently knock out the air from it and stretch it into rough rectangle shape. Using a rolling pin, roll the dough into large rectangle. Roughly about 40 x 50 cm.
With the longer edge of the rectangle facing you, spread the hazelnut spread over ⅔ of the rectangle, leaving ⅓ clean. Fold the clean part of the rectangle towards the middle, then fold the other end of the dough on top of that. Using a rolling pin, roll it over the rectangle to flatten it out and to stretch it a bit.
Using a very sharp knife or a pizza cutter, trim the edges of your rectangle. Slice the rectangle in half, then each half in half again, and again until you have 8 long strips of the dough. Starting at one end of the strip, start rolling it, tucking the end underneath. Place the rolled bun into baking tray lined with some baking parchment. Repeat with all of the remaining strips.
Cover the buns loosely with some cling film or kitchen towel and set them aside for at least an hour (you can also place them in the fridge to prove overnight).
Preheat the oven to 175C (fan). Brush the buns with egg wash and sprinkle chopped hazelnuts on top of them. Bake in the middle shelf of the oven for about 18 minutes or until golden brown and risen. If the buns start browning too quickly, cover them with some kitchen foil. Enjoy!