Beat ¾ cup of room-temperature unsalted butter and ⅔ cup of sugar with an electric mixer until light and fluffy. Beat in 1 large egg, 1 teaspoon of vanilla extract, and 1 teaspoon of grated orange zest.
Sift in 2¼ cups of all-purpose flour and ¼ teaspoon of salt and mix on low until crumbly. Knead by hand into a smooth, slightly tacky dough, adding water a teaspoon at a time if it is too dry.
Flatten into a disk, wrap, and refrigerate for at least 3 hours, or overnight.
Preheat the oven to 350°F / 175°C and line baking sheets with parchment paper. Roll the dough out on a floured surface to ¼in / 5mm thick and cut into 3in / 7.5cm circles, rerolling the scraps.
Spoon ¾ cup of chocolate hazelnut spread onto the circles, 1 teaspoon in the center of each. Fold in two sides, then the bottom edge, overlapping them into a triangle with a little filling showing. Pinch the corners firmly.
Bake for 15-20 minutes, until cooked through and lightly golden. Cool on a wire rack.