In a large mixing bowl, cream together the butter and sugars until light and fluffy; beat in the egg and vanilla.
Use a blender or food processor to grind 3/4 cups of oats into a fine flour (I love my Vitamix S30 for this). Add the oat flour, baking soda, and salt to the dough; mix until combined. Stir in the remaining oats. Cover and chill 30 minutes.
Heat oven to 350ºF and line two baking sheets with silpats or parchment paper.
Use a medium cookie scoop to divide the dough into two tablespoon portions; roll into a ball, then flatten between your palms. Spoon 1 teaspoon of Nutella onto the center of the dough. Bring the edges up around the Nutella to form the dough back into a ball, making sure the Nutella is completely inside (patch with a little bit of extra dough, if needed). Repeat with remaining dough. Place the dough balls onto the prepared cookie sheets, 2 inches apart.
Bake 18 minutes, or until golden brown around the edges and set in the middle. Let cool completely.
Notes
Nutella is gluten free, but other brands of chocolate-hazelnut spread might not be. Please check the specific brand you use.