Position racks in the upper and lower thirds of the oven; preheat to 325 degrees F. Line 2 baking sheets with parchment paper. Spread the hazelnuts on a small baking sheet and bake until lightly browned, about 12 minutes. Let cool. Transfer the hazelnuts to a resealable plastic bag and finely crush with a rolling pin.
Whisk the crushed hazelnuts with the flour, cinnamon and salt in a medium bowl. Beat the butter and granulated sugar in a large bowl with a mixer on medium-high speed until fluffy, 3 to 4 minutes. Add the egg, then the milk, then the hazelnut liqueur, beating well after each addition. Reduce the mixer speed to low and beat in the flour mixture until just combined (the consistency will be more like a thick batter than a cookie dough).
Transfer the dough to a large resealable plastic bag. Cut a 1/2-inch opening at one corner. Pipe 1-inch mounds about 1 1/2 inches apart on the prepared pans. Tap each pan on the counter a few times to flatten the mounds slightly. Sprinkle half of the mounds with coarse sugar (these will be the tops).
Bake, switching the pans halfway through, until the cookies are flattened and the edges are golden, 18 to 22 minutes. Let cool 10 minutes on the pans, then transfer to racks to cool completely. Sandwich the chocolate-hazelnut spread between the cookies.