In a large pot, combine the milk, oil, and sugar, and heat until the milk is just about to boil.
Let the mixture cool to room temperature, and sprinkle the yeast on top. Mix in the 4 cups of flour, and let rise for at least one hour.
After that, add in the remaining flour, baking powder, baking soda, and salt, and mix well. Cover with a tea towel, and let rise for at least 3 hours {I just let it go overnight!}.
When ready, preheat the oven to 100F. Prepare a few pans by lining the bottoms with parchment paper and buttering them. Set aside.
Flour your workspace generously, and place about half of your dough onto it.
Flour a rolling pin, and roll your dough out into a rough rectangle... you want it much longer than wider!
Spread your dough with about half of your Nutella, getting all the way to the edges. Sprinkle on some chopped hazelnuts, then roll up your dough!
Cut 1 ½ inch slices from your log, and place then in your prepared pan. Aim for 7-8 per pan, leaving room in-between. Repeat with the remaining dough.
Let your pans rest for 15-20 minutes in your 100F oven, spraying the tops with water if needed! It will help the dough get extra puffy.
Remove the pans from the oven and turn the oven up to 375F.
When heated, bake your rolls for 15-18 minutes, until the tops are lightly golden.
Remove from oven.
While they cool, mix up a little bit of vanilla and a splash of milk in a small bowl. Add in powdered sugar a little at a time until you reach desired consistency. Drizzle the glaze on top of your rolls, top with additional hazelnuts if desired, and serve!