Prepare the crust. Combine the finely ground cookies and cocoa powder in a bowl. Add the milk and stir until the mixture is evenly moistened.
Form the base. Place a 9½-inch (24 cm) cake ring on a serving plate, or use a springform pan. Spread the cookie mixture over the bottom and press gently into an even layer. Set aside.
Mix the cream cheese. Beat the softened cream cheese, powdered sugar, and vanilla extract until smooth. Add the Nutella and mix until fully combined.
Whip the cream. In a separate bowl, whip the cold heavy whipping cream until it holds firm peaks. Avoid overwhipping.
Combine the filling. Gently fold the whipped cream into the cream cheese and Nutella mixture. Fold in the roasted hazelnuts and crumbled hazelnut wafer cookies until evenly distributed.
Fill and chill. Spoon the filling over the cookie crust and smooth the top. Refrigerate for at least 4 hours, preferably overnight, until the filling is firm enough to hold its shape.
Prepare the topping. Place the chopped nougat chocolate in a heatproof bowl. Heat the cream in a small saucepan until hot but not boiling. Pour it over the chocolate, let it stand briefly, then stir until smooth. Allow to cool to lukewarm.
Decorate. Pour the topping over the chilled filling and spread gently into an even layer. Sprinkle the remaining roasted hazelnuts around the edge.
Chill again. Refrigerate for at least 1 hour, until the chocolate topping has set.
Serve. Carefully loosen and remove the cake ring. Cut into 14 slices, wiping the knife between cuts, and serve chilled.