Preheat oven to 180 C / Gas 4. Line 2 baking trays with baking paper.
Mix Nutella and egg together in a large bowl; stir in flour and mix well until dough comes together. Wrap the dough in greaseproof paper or cling film and chill for at least 1 hour.
Pull off small pieces of dough, one at a time and roll into equal sized balls; arrange them on prepared baking tray, about 3cm apart. Create an indent (for filling later) on top of each ball using the handle of a wooden spoon.
Bake biscuits in preheated oven for 8 to 10 minutes - they will still be soft but they will harden as they cool.
Once cool, decorate the top of each cookie with a dollop of Nutella, if you like.