First, crumble the yeast and add it to the mixing bowl along with the milk and 1 tbsp of sugar. Warm for 3 min / 37°C / Speed 2.
Add the remaining sugar, salt, oil, and flour, then knead for 4 min / Dough Mode until a smooth dough forms.
Shape the dough into a ball, transfer it to a lightly floured bowl, cover, and let it rise in a warm spot for about 1 hour.
Important: Yeast dough hates drafts, so keep it cozy and draft-free!
Meanwhile, rinse the mixing bowl and make the hazelnut filling:
Add all filling ingredients to the mixing bowl and mix for 20 sec / Speed 2. If the mixture looks a bit dry or hard to spread, mix in a splash more milk (this can vary depending on the size of your egg).
Once risen, roll the dough out on a floured surface into a rectangle (about 50 x 40 cm). Spread the hazelnut filling evenly over the top, leaving a small border around the edges.
Tightly roll up the dough from the long side and trim off any uneven ends.
Next, slice the log into 4 cm thick rolls using a piece of thread. Unwaxed dental floss, sewing thread, or thin baker's twine work great! Slide the thread under the dough log where you want to slice, cross the ends over the top, and pull them firmly through. This cuts the rolls cleanly without squishing them! Repeat for each slice. (See video). Alternatively, you can use a sharp knife.
Place the rolls slightly apart on a baking sheet lined with parchment paper, cover, and let them rise for another 30 minutes.
Right before the end of the rise time, preheat your oven to 200 °C conventional top/bottom heat.
Whisk the egg yolk with a splash of milk, brush over the rolls, and sprinkle with the chopped hazelnuts.
Bake on the lower oven rack for about 15 minutes. If they start getting too dark near the end, tent them loosely with aluminum foil.
Pro Tip: Cover the hot rolls with a clean kitchen towel right after baking. This locks in the moisture and makes them super soft and pillowy!
Finally, whip up the glaze! Whisk the powdered sugar (sifted works best) with the milk until smooth and thick. Drizzle generously over the warm hazelnut rolls.