Preheat the oven to 325°F(165C°). Line baking sheet with parchment paper or silicone baking mat. Set aside.
Place the hazelnuts into the food processor and start to pulse at medium speed and gradually increase to high. After 10 seconds check the hazelnuts to see how much they are grounded. Then continue to ground them. The whole process takes less than 30 seconds. You shouldn't over-process it to avoid making hazelnut butter. Once you see the oily look, you should stop. (If your hazelnuts are not toasted, you can place them in a pan and toast over medium heat until the hazelnuts give their aroma. You should stir almost in every 15 seconds to prevent them from burning.)
Add the powdered sugar, cocoa powder and egg white over the hazelnuts and process until the dough looks like a paste for almost 10 seconds.
Take the dough from the bowl and roll into 14-15 gram (2 teaspoons) balls. Although the dough looks sticky, you can make balls out of it. Take the dough into your hands and try to give a shape. **
Lightly cover the balls with powdered sugar. You can either bake them as balls or give a mushroom shape. To give a shape use your round tip to make a sign in the middle of the balls.
Bake for 6-7 minutes or until the cookies are slightly firm but still soft. When you remove them from the oven, they will be too soft to handle. Keep on the baking sheet for 10 minutes until they are firm enough. Once they have cooled down, keep in an airtight container to keep their softness. You can keep at room temperature up to 3-4 days.