Preheat oven to 375ºF and line a baking sheet with parchment paper.

In the bowl of a stand mixer or in a medium mixing bowl using a hand-held electric mixer, beat together the egg and ½ cup Nutella until well combined.

Slowly add the cup of cake flour until a sticky dough is formed.

Turn the dough out onto a very lightly floured board and knead just until it comes together enough to form into balls. Form into 18 to 20 1-inch balls, flouring your hands lightly as you go, if necessary, to keep the dough from sticking.

Place balls onto prepared baking sheet a couple of inches apart.

Bake in preheated oven for 12 minutes.

Remove pan from oven and slide the parchment, with the cookies on it, onto a rack to cool. Allow cookies to cool on rack for 10 minutes or so.

Using a serrated knife, cut a cookie in half horizontally. Spread a heaping teaspoon of Nutella onto the bottom half of the cookie and then replace the top half of the cookie making a sandwich.

Repeat until all of the cookies have been filled, then allow cookies to cool completely on rack.

Store in an airtight container on the countertop.