In a large mixing bowl, combine butter and sugar. Cream until light and fluffy.
Beat in egg yolk, milk, and vanilla.
In a large bowl, whisk together flour, cocoa, and salt.
Add dry ingredients to the wet ingredients in the mixing bowl, and beat until just combined.
Refrigerate for 1 hour or until dough easily forms into a ball.
Shape into 1-inch balls.
Roll each ball in the chopped hazelnuts until well-coated.
Place each ball 2 inches apart on greased baking sheets.
Press an indentation in the center of each dough ball using your thumb or the end of a wooden spoon.
Bake at 350 degrees for 10-12 minutes, or until set when you lightly touch an edge (carefully).
Remove cookies to wire racks to cool completely.
Prepare ganache.