1.Preheat a 7-litre air fryer to 200°C/400°F for 3 minutes.
2.Cut each pastry sheet into nine 8cm (3¼in) squares. Spoon 1½ teaspoons of Nutella and 1 teaspoon of hazelnuts onto the centre of each square. Brush edges of pastry with a little egg. Fold pastry over to form a triangle and enclose filling. Using a fork, press edges together to seal.
3.Taking care, place half the turnovers in the air fryer basket; at 200°C/400°F, cook for 8 minutes until pastry is golden and cooked. Transfer to a wire rack. Repeat cooking with remaining turnovers.
4.Serve turnovers warm.
Allow turnovers to cool slightly before eating so you don’t scorch your mouth.