In a medium bowl stir together flour, cocoa powder, and salt; set aside. In a large bowl beat butter with an electric mixer on medium speed for 30 seconds. Add powdered sugar and vanilla. Beat until combined, scraping sides of bowl occasionally. Beat in egg. Beat in as much of the flour mixture as you can with the mixer. Stir in any remaining flour mixture and the nuts. Cover and chill dough about 1 hour or until easy to handle.
Preheat oven to 350 degrees F. Shape dough into 3/4-inch balls. Roll balls in coarse sugar to coat. Place balls on ungreased cookie sheets. With the bottom of a glass, flatten balls to circles about 1 1/4 inches in diameter.
Bake for 6 to 8 minutes or just until tops are firm. Transfer to a wire rack; cool.
Spread a rounded 1/2 teaspoon of the White Chocolate-Hazelnut Filling on the bottom of each of half of the cookies. Top with the remaining cookies, bottom sides down.
White Chocolate-Hazelnut Filling
In a small saucepan, heat and stir white chocolate and whipping cream over low heat until just melted. Remove from heat. Stir in finely chopped toasted hazelnuts.