Preheat the oven to 400°F (200°C).
Roll out the puff pastry on a lightly floured surface.
Cut the pastry into heart shapes using a cookie cutter.
Place half of the heart shapes on a baking sheet lined with parchment paper.
Spoon Nutella onto the center of each heart shape. Leave space around the edges.
Top with remaining heart shapes and press the edges to seal.
Beat the egg and brush it over the top of each heart.
Bake in the preheated oven for 15-20 minutes, or until golden brown.
Remove from the oven and let cool slightly before dusting with powdered sugar.
Serve warm and enjoy!