Prepare the empanada dough: in a bowl, sift the flour and corn flour. In a separate bowl, sift the sugar and hazelnuts. Using your hands or in a food processor, rub the flour and butter together until you get a sand-like texture. Combine with the sugar and hazelnuts. Once incorporated, crack the egg and mix until the dough comes together. Tip the dough onto a piece of Clingfilm, shape into a flat disk, cover and refrigerate for at least 1 hour.
Prepare the frangipane filling: in a small saucepan over medium-low heat, melt the butter and Nutella together, stirring often so the Nutella doesn’t burn and stick to the bottom of the pan. In a bowl, beat the eggs, then fold in the ground hazelnuts. Add to the Nutella mixture, stir well to combine and set aside to cool.
Preheat your oven to 180°C/350°F.
Take the dough out of the fridge and allow it to soften for a few minutes.
Put the dough between two pieces of baking paper and carefully roll it out to about 0.3cm/ 1/8in thickness.
Using a 12cm/6in cookie cutter or bowl, cut 6 to 8 circles into the dough.
Put about 1½ tsp filling in the centre of each disk (you will have more filling than you need). Dampen the edges of each circle with a little water and close them in half-moon-shaped parcels.
Seal each parcel by pressing a fork lightly around the outer edge.
Line the empanadas on a baking paper-lined baking sheet.
Beat the egg yolk and milk and brush over the empanadas.