Preheat the oven to 375 °F / 190 °C) and line a baking sheet with parchment paper.
Unfold one sheet of the puff pastry onto a lightly floured surface to smooth out any folded corners and thin it slightly with a roller pin.
Cut each puff pastry sheets into 4 equal squares (approximately 6" long and wide) you will have 8 equal squares. Spread equally the Nutella® hazelnut chocolate spread on all pastry squares, leaving a 1/2-inch border around all the edges.
Roll each square of puff pastry filled with Nutella to a small logs. Cut each of these logs in half (lengthwise). Take both halves and place them next to each other on the working surface, filing facing up. Start twisting the halves together by placing the right half over the left one, making sure the filling is always facing the top. When you finish twisting, you can pinch the ends together to hold the Nutella twist in place.
Repeat the same process with all 8 puff pastry squares. Place the Nutella twists on the baking sheet, covered with parchment paper, and lightly brush the tops of the pastry twists with the beaten egg.
Place the baking sheet in the preheated oven and bake for 20 to 25 minutes, or until the puff pastry is puffed and golden brown.
Remove the Nutella puff pastry twists from the oven and allow them to cool on the baking sheet for a few minutes. Dust lightly with powdered sugar before serving. Enjoy!