Make the Biscuits

Make the dough. In the bowl of a food processor fitted with the pastry cutter attachment, combine the flour, sugar, cinnamon, and salt. Pulse briefly. Cut the butter into small cubes; add them, along with the vanilla extract, to the flour mixture and pulse until the butter is completely combined with the flour mixture.

Add water. Start adding cold water 1 tablespoon at a time, pulsing between additions, until a soft dough forms and begins to come together into a ball.

Chill. Shape the dough into a disc, wrap in plastic wrap and refrigerate for 1 hour.

Prep your tools. Preheat the oven to 375°F and line 2 baking trays with parchment paper.

Roll out dough. Remove the dough from the fridge and roll to about 0.1 inch thick on a lightly floured surface.

Using a 2-inch biscuit or cookie cutter, cut the dough into rounds. Repeat the process with the remaining trimmings, until no dough is left. If the leftover trimmings get soft, wrap and refrigerate them before repeating the process. In the end, you will end up having about 46 – 48 cookies.

Bake. Place the cookies 1-inch apart on the prepared baking sheets and bake for 9-11 minutes.

Remove cookies from the oven and let cool for 20 minutes. The cookies will still be soft when taken out from the oven, but they will get harder as they cool.

Make the Filling

Mix ingredients. Add butter and Nutella in a medium bowl and using an electric mixer whisk until fluffy.

Assemble the cookies. Turn them upside down and fill half of them with 1 tbsp of filling. Top each cookie with the remaining cookies and press down to help the filling spread.