Preheat oven to 300℉/150℃ and lightly grease the molds. You can also use regular baking sheets. Grease the baking sheets so that the cookies do not stick to the pan.
Mix the wet ingredients – With a hand mixer or stand mixer fitted with the whisk attachment, cream together butter and confectioners' sugar until pale white and fluffy for 3-5 minutes. Add egg whites and vanilla extract, beat on low speed until well combined.
Add dry ingredients – Sift in all-purpose flour, cornstarch, and milk powder. Beat on low speed until well combined. Don't overmix.
Pipe – Transfer the batter to a piping bag. Cut the tip off about 0.5-inch/1 cm in diameter. Pipe the batter into straight lines on the molds. If using regular baking sheets, pipe into 2-inch/5 cm straight lines, leaving about 2.5-inch/6 cm between each strip.
Bake for 15-20 minutes or until the edges are golden brown.
Cool – Cool the cookies on the pan for 3-4 minutes. Remove the cookies from the pan using a spatula. Cool completely on a cooling rack.
Pipe the filling – Transfer the Nutella to a piping bag. Cut the tip off about 0.5-inch/1 cm in diameter. Pipe the Nutella on the back of one cookie, then place another cookie on top, and press gently.
Store – Immediately store the cookies in an airtight container or they will lose their crispness quickly.
Notes
Measuring by weight is recommended for this recipe.