Preheat oven to 350ºF and line baking sheets with parchment paper.
In a large bowl cream butter and sugars until pale and fluffy. Add egg and vanilla, and beat to combine.
Whisk together flour and baking soda. Slowly fold into butter mixture.
Once combined, add chocolate and macadamia nuts and mix through dough. Dough will be firm.
Flatten a tablespoon of dough in the palm of your hand. Spoon a little of the chilled Nutella into the centre and fold the dough closed, sealing the Nutella inside.
Place on baking sheets and press down slighly. Bake for 17-20 minutes until just set.