In a bowl, add the milk, the dry yeast powder and the sugar, mix all the ingredients together very well until the sugar has fully dissolved.
Add the egg and the melted butter, mix until combined.
Add the vanilla sugar, the salt and the baking powder, mix well once again.
Add the wheat flour and knead very well by hand until a smooth and uniform dough has been formed.
Once you’ve done that, cover the bowl with a tablecloth and let the dough rest for 35 minutes.
After this indicated time, remove the dough from the bowl and transfer it to a floured table.
Stretch out the dough into a rectangular shape using a rolling pin, just like shown in the video.
Next, using a dough cutter or knife, split this dough into 8 equal-sized rectangular pieces.
Add 1 drizzle of Nutella to the edge of each piece of dough and fold it over this filling. Next, make a few slits on the rest of the dough, and roll it up, just like shown in the video.
Repeat this process with every piece of dough.
In a skillet, put the oil and fry the Nutella rolls in hot oil until both sides are golden brown.
Soak up the excess oil on a plate lined with paper towels.
Serve.