Prep your workspace. Line a large baking sheet with parchment paper. Place another sheet of parchment on your counter for rolling later. Have plastic wrap ready.

Make the cookie-chocolate base. In a large bowl, combine crushed cookies, cocoa powder, sugar, and salt. Stir in the melted butter, melted chocolate, vanilla, and milk. Mix until it holds together like soft clay. If it feels crumbly, add an extra tablespoon of milk at a time until it’s pliable.

Roll the base into a rectangle. Place the mixture between two sheets of parchment. Roll into a neat rectangle about 10 x 14 inches (25 x 35 cm), roughly 1/3 inch (8–9 mm) thick. Lift off the top parchment.

Whip the hazelnut cream. In a clean bowl, beat the cold heavy cream to soft peaks. In another bowl, beat the mascarpone (or cream cheese) with the hazelnut spread, powdered sugar, vanilla, and salt until smooth. Gently fold the whipped cream into the hazelnut mixture until fluffy. Fold in the chopped hazelnuts.

Spread the filling. Spoon the hazelnut cream over the chocolate rectangle, leaving a 1/2-inch (1 cm) border on all sides and a 1-inch (2.5 cm) border along one short edge to prevent spillover when rolling.

Roll it up. Starting from the short edge opposite the wider border, use the parchment to help lift and roll the slab into a tight log. Don’t worry if a little filling peeks out—just tuck it in as you go.

Wrap and chill. Wrap the roll firmly in parchment, then again in plastic wrap. Twist the ends to secure. Refrigerate at least 4 hours, preferably overnight, until fully set and easy to slice.

Finish and decorate. Unwrap onto a serving board. Trim the ends with a sharp knife for clean slices. Dust with cocoa or powdered sugar. Drizzle with melted chocolate and scatter crushed hazelnuts or festive sprinkles if you like.

Slice and serve. Use a warm, dry knife (dip in hot water and wipe) to slice into 1/2–3/4 inch pieces. Serve chilled or slightly cool.