Preheat oven to 375F.
In a small saucepan, melt the butter and cocoa powder.
On a work surface, lay the pie dough rounds out next to each other. Brush both rounds liberally with butter-cocoa powder mixture and sprinkle each round with 2 tablespoons of granulated sugar. Top one of the rounds with all of the chopped hazelnuts.
Gently pick up the round without nuts, turn over and place it on top of the round with nuts, buttered sides facing together.
Gently roll the top of the pie dough so the two rounds seal together and the round is about 13" in diameter. Cut into 16 equal wedges like a pie. Roll up each wedge of dough starting from the large end to pointed end and place on a baking sheet. Repeat with the remaining wedges, brush with remaining butter-cocoa mixture and sprinkle with remaining granulated sugar.
Transfer to the oven and bake until cooked through, about 40-45 minutes. Just before serving, sprinkle with powdered sugar.