Step 1In a food processor, grind the hazelnuts until they are finely ground but not so finely ground that they are like sand or begin to clump together.
Step 2In the bowl of a standing mixer fitted with a paddle attachment, or in a large bowl with a hand mixer, cream the butter and sugar until well incorporated. Add the orange zest and vanilla and combine thoroughly. Add the flours and salt and continue mixing until the dough is well combined. Divide the dough in half, press each half into a disk shape and wrap tightly with plastic wrap. Chill the dough at least 2 hours, preferably overnight.
Step 3Heat the oven to 350 degrees, position a rack in the middle of the oven and line a baking sheet with parchment paper. Take one of the disks of dough out of the refrigerator and let it soften slightly.
Step 4On a lightly floured board or a sheet of parchment paper, roll out the dough to slightly thicker than one-eighth inch. Using a 2 1/2 -inch round cookie cutter, cut as many circles as you can from the dough. Using a 1-inch round cookie cutter, cut out the center of half of the large circles, incorporating the small circles back into the dough. If the dough becomes too soft, return it briefly to the refrigerator. Repeat with the second disk, then press the dough scraps together and reroll to make more cookies. Make sure you have the same number of cookies with cut-out centers as you do cookies without.
Step 5Bake the cookies until they just begin to color around the edges, 14 to 16 minutes. Rotate the tray halfway through for even baking. Cool the cookies on a rack or slide the parchment off the sheet and cool them on the parchment. Make sure the cookies are thoroughly cooled before assembly.
Step 6To assemble, sift powdered sugar over the cookies with the cut-out centers. Spread about 1 1/2 teaspoons of hazelnut-chocolate spread over the cookies without the cut-out centers, and carefully place the sugar-dusted cookies on top to form sandwiches. Repeat with all the cookies.