In a small bowl stir together chocolate-hazelnut spread and coffee powder. Spread flat sides of amaretti cookies with chocolate-hazelnut spread mixture. Sprinkle with hazelnuts.
Using four long metal skewers, place two of the marshmallows on each skewer. To toast the marshmallows, hold skewers over the hot coals of a portable charcoal or gas grill about 5 minutes or until golden brown and soft, being careful not to touch the grill rack and rotating the skewers occasionally. Sandwich each marshmallow between the spread sides of two amaretti cookies.