To prepare the dough, combine together an egg, flour, and Nutella.
Cover the dough with a plastic wrap, let it rest for about 15 minutes on the counter. Form the ball-shaped dough pieces and using your thumb, form a well in the middle. Fill it with Nutella and top it off with walnuts.
Bake cookies at 350 °F for 10 minutes. Let them cool down for about 10 minutes before serving.