Briefly dip each ladyfinger into warm milk and arrange in a single layer in a 20 × 20 cm pan.
Whip the cold heavy cream until half-whipped. Add mascarpone and Nutella, then continue mixing until smooth and semi-firm.
Gently fold in the chopped Ferrero Rocher chocolates. Divide the cream into two equal parts.
Spread the first half of the cream evenly over the ladyfingers.
Dip the remaining ladyfingers into warm milk and place over the cream layer.
Spread the second half of the cream on top and smooth the surface. Refrigerate for 2–3 hours.
For the topping, heat the heavy cream until it just begins to boil. Pour over the chopped chocolate, let sit a few minutes, then stir smooth. Mix in the chopped roasted hazelnuts.
Pour the chocolate topping over the chilled cake and spread evenly.
Refrigerate an additional 2 hours before slicing and serving.