Prepare the Crème Mousseline: Warm 500ml of milk in a saucepan. Whisk egg yolks, vanilla, sugar, and cornflour to a smooth paste. Slowly whisk hot milk into the mixture, then return it to the saucepan and cook until thick. Stir in 50g butter, cover with baking paper, and chill.
Finish the Mousseline: Beat the remaining butter until creamy, then gradually mix in the chilled custard. Add Nutella and blend until smooth. Refrigerate until needed.
Make the Choux Pastry: Combine milk, sugar, butter, salt, and water in a saucepan. Boil, then remove from heat, add flour, and stir to form a dough. Return to heat for 2-3 minutes, stirring, then cool slightly.
Incorporate Eggs: Gradually add eggs to the dough, mixing until it’s shiny but holds shape. Transfer to a piping bag with a round tip.
Bake the Choux Pastry: Preheat oven to 180C/fan 160C. Pipe three concentric rings on a prepared baking sheet. Brush with beaten egg, sprinkle hazelnuts, and bake for 35 minutes. Prop the oven door open to cool.
Assemble the Paris-Brest: Slice the cooled pastry horizontally. Pipe Nutella crème mousseline onto the bottom half, sandwich with the top, dust with icing sugar, and refrigerate until serving.