Preheat the oven to 350 degrees F. Spread the hazelnuts on a small rimmed baking sheet and bake until toasted and golden, 10 to 12 minutes. Let cool completely.
Line a baking sheet with parchment or wax paper; set aside.
Combine the confectioners' sugar, rice cereal and salt in a food processor and pulse until finely chopped. Add the chocolate-hazelnut spread and butter. Pulse until the mixture begins to form clumps and holds together when squeezed.
Roll teaspoons of the mixture into balls, pressing a hazelnut into the center of each so the top of the nut is still visible; place on the prepared baking sheet. Freeze until firm, about 20 minutes.
Put the chocolate and shortening in a small microwave-safe bowl. Microwave in 30-second intervals, stirring, until the chocolate melts and the mixture is smooth. Gently stick a toothpick into the upper half of a candy, avoiding the hazelnut, and dip the bottom half into the melted chocolate. Allow the excess chocolate to drip into the bowl and return the dipped candy to the baking sheet. Remove the toothpick and smooth the hole with your fingertip. Repeat with the remaining candies. Refrigerate until firm, about 20 minutes.
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