Lay a sheet of phyllo out and brush with melted butter. Sprinkle one third of the hazelnuts, and then one-third of the garam masala. Repeat process two more times, placing each new phyllo dough sheet directly on top of the seasoned phyllo sheets. Cut the stack widthwise into 8 strips, place one shrimp on the near end of each strip, and roll. Place the rolls on a lightly greased baking sheet. Bake in a 375-degree oven for 8 minutes.
To make chutney, melt the butter in a saute pan, and sweat the ginger, shallots, and garlic. Add sugar, tomato paste, tomato concasse, lime juice, and cilantro.
Spoon some chutney over each roll before serving.