1. Preheat the oven to 350 degrees F. Spread the hazelnuts on a baking sheet and toast in the oven until lightly browned, about 8 minutes. Cool and coarsely chop.
2. In a medium saucepan, combine the hazelnuts, milk, cream, sugar, nutmeg, and salt and place over medium heat. Allow the mixture to reach a bare simmer, remove from the heat, cover, and let steep 1 hour. Strain the mixture through a fine-mesh sieve and discard the solids.
3. Place the yolks in a large bowl and whisk until smooth. Pour in the strained milk mixture and whisk to combine. Return the mixture to the saucepan and cook over medium-low heat, stirring constantly with a wooden spoon, until it thickens enough to coat the back of the spoon and registers between 170 degrees F and 175 degrees F on an instant-read or candy thermometer, about 10 minutes.
4. Immediately strain the custard into a bowl. Set the bowl in a larger bowl of ice water and stir until cool. Refrigerate the custard until very cold, about 2 hours. 5. Freeze the custard in an ice cream maker according to the manufacturer's instructions. When just about frozen, add the Nutella, a spoonful at a time, churning after each addition to create flecks in the gelato. Transfer the gelato to an airtight container and freeze until firm, about 2 hours. Best if eaten within 3 days.
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