In food processor (or KitchenAid Mixer with the Paddle attachment) process together the flour, baking powder, powdered sugar and butter in short pulses, until you get a flaky mixture. (I added one tsp of good vanilla too, but optional)
Add the milk and continue processing using short pulses, just until the dough is formed.
Heat the oven to 340°F (170° celsius).
Divide the dough into 3 equal parts. Roll out each one of them (on a floured board and floured rolling pin) to a rectangle 1/2 cm (1/5 inch) thick.
Spread the Nutella (if the spread is too thick, heat it up in the microwave for 10-15 seconds or more, keep an eye on it) on each one of the 3 dough parts, roll each part into a log. Place the logs (the “clean”, stitchless side up) on a big baking pan with a piece of parchment paper on it. Or a pan with a light butter spray on it. Give them space apart from each roll.
Using a knife, mark slots on each log, a gap of 2 cm (0.8 inch) separates between each slot. This step makes cutting the cookies after baking very easy. Just make slight indentations, don't cut into it or the Nutella will come through when baking.
Bake for 25-35 mins, until golden. Make sure not to over bake.
Cool for 30 mins.
Powder them with powdered sugar. Using the slots we’ve marked, slice the cookies, they slice nicely with a sharp knife and won't fall apart.
Keep in a sealed jar at room temperature.