In a stand mixer, mix the butter, sugar and vanilla together on medium speed for 2 minutes. Scrape down the sides. Turn the mixer to low and slowly add in the flour, mixing until just combined.
Transfer the dough to foil or parchment sprinkled with flour. Roll out the dough to about 1/3 inch thick. Cover rolled out dough with more foil, parchment or press and seal. Place in the fridge to chill for at least one hour.
Preheat oven to 325 degrees. Line a baking sheet with parchment paper or Silpat and set aside.
Take your chilled dough out and using a round cookie cutter (or any shape you like) cut out shapes and place on baking sheet and bake for 12-15 minutes. Transfer to a wire rack to cool completely.
Once cookies are cooled completely spread Nutella on the inside of one cookie and place the other on top creating a sandwich. Enjoy your little Nutella sandwiches!