Prep the pastry: Let the puff pastry thaw until pliable but still cool to the touch. Lightly flour your surface and roll the sheet into a smooth rectangle, about 1/8-inch thick. Trim the edges for clean lines if you like.

Cut into shapes: Slice the pastry into 6–8 rectangles or squares. You can also cut circles with a biscuit cutter, but rectangles are fastest and create less scrap.

Add the filling: Spread about 1 to 1.5 tablespoons of Nutella on half of each piece, leaving a small border around the edges. Don’t overfill or it will leak during cooking.

Seal the pastries: Fold the pastry over the Nutella to form a pocket. Press the edges with your fingers, then crimp with a fork for a tight seal.

Vent and brush: Use a small knife to make 1–2 tiny slits on top for steam release. Whisk the egg with milk or water, then brush lightly over the tops for sheen and color.

Prepare the air fryer: Preheat the air fryer to 350°F (175°C) for 3–4 minutes. Line the basket with a perforated parchment liner or lightly mist with nonstick spray to prevent sticking.

Air fry in batches: Arrange pastries in a single layer with a little space between each. Air fry for 8–10 minutes, flipping once at the 5-minute mark if your model browns unevenly. They’re done when puffed and golden.

Finish and serve: Let pastries cool for 3–5 minutes (the filling will be very hot). Dust with powdered sugar and add any garnishes like chopped hazelnuts. Serve warm.