Into a bowl, add the milk, the sugar, the dry yeast powder, mix it all together until combined.
Then add the egg and the oil, mix again.
Now gradually add the wheat flour, the salt and the baking powder, mix it all together very well and keep adding the flour.
When you can no longer mix with the spatula, use your hands.
Add the unsalted butter or margarine and keep kneading well.
Cover the bowl with plastic wrap and let it rest for 45 minutes.
After this indicated time, transfer the dough to a table and half it in two pieces.
Round one of the halves and flatten it by hand into a 20cm diameter circle.
Now using a wheel dough cutter, split this dough into 8 equal-sized pieces, pizza style
Repeat this process with the other half of dough.
Transfer these slices of dough to a baking tray, cover it with a cloth and let the dough rise again for 40 minutes.
After this indicated time, into a skillet, add enough oil to cover the bottom. Once the oil is hot enough, fry the dough slices for 2 minutes each side.
Let them drain on paper towels.
Now with a barbecue skewer, make a hole in the center of one the bun edges and move the skewer around a bit to hollow out the insides of the bun.
Insert the tip of a piping bag filled with Nutella in the hole we made in the dough. Thoroughly press on it to fill the buns.
Repeat this process with all the buns.
Finally, coat them in refined sugar, to taste.
Serve.