Sift together 3 ¾ oz all-purpose flour, ⅛ teaspoon table salt, ⅛ teaspoon baking soda and ½ teaspoon ground cinnamon. Set aside
Cream 3 oz unsalted butter and 3 oz confectioners' sugar until the mixture lightens in color and is aerated, about 2 minutes. Scrape the bowl thoroughly. Add 1 oz hazelnuts (finely ground). Add 1 large egg yolk, ½ tablespoon dark rum and ½ teaspoon vanilla extract and mix just until combined. Scrape the bowl thoroughly. With the mixer running on low speed, slowly add the flour mixture.
Turn the dough out onto a lightly floured surface and knead lightly to finish combining the ingredients. Form the dough into a disc. Wrap and refrigerate for several hours until chilled and firm.
Preheat the oven to 350 °F. Line two ½ sheet pans with parchment paper.
Remove the dough from the refrigerator. Knead the dough briefly to soften just a bit. Roll the dough to ⅛" thick and use a cookie cutter (whatever shape you prefer) to cut out cookies. Set the cookies onto one of the prepared sheet pans, spaced ¼" apart.
Reroll the scraps and continue cutting until the dough is gone. If the dough gets too soft to roll return it to the refrigerator to firm up.
Bake until lightly golden around the edges, about 7-8 minutes. Turn the trays after 5 minutes through the baking time. Cool completely.
Flip half the cookies over so the flat side is facing up. Spread or pipe a layer of Nutella over each cookie bottom.
Carefully place a cookie top onto each cookie bottom to form a sandwich and press together.