Line a small tray or plate with parchment or baking paper. Spoon out 12 teaspoons of Nutella onto the tray, making sure to space them about an inch or two apart. Place the tray in the freezer for a minimum of 30 minutes to allow the Nutella to firm up.
Prepare two baking trays by lining them with parchment paper. In a large mixing bowl, combine the butter, brown sugar, and caster sugar. Using an electric mixer on medium speed, beat the mixture until well blended. Add the vanilla extract and the egg, then continue beating for another minute or until the mixture is smooth.
Next, add the flour, baking soda, cornflour, and cocoa powder to the bowl. Mix everything together until a chocolate dough forms. If the dough appears slightly dry, incorporate the tablespoon of milk to help bring it together.
Preheat your oven to 180°C (350°F) for a standard oven or 160°C (320°F) if using a fan-forced setting.
Remove the Nutella portions from the freezer. Take about a tablespoon of cookie dough, flatten it gently in your hand, and place one of the frozen Nutella scoops in the center. Carefully wrap the dough around the Nutella, making sure it’s completely enclosed, then roll it into a ball. Place the cookie dough ball on the prepared baking tray. Repeat the process until all the cookie dough and Nutella have been used.
Bake the cookies in the preheated oven for around 10 minutes. Once done, transfer them to a wire rack to cool slightly. These are best enjoyed warm, especially with a glass of milk.