In a large mixing bowl, combine 3 cups of all-purpose flour, 1/4 cup of granulated sugar, 2 1/4 teaspoons of active dry yeast, and 1 teaspoon of salt. Whisk together until well mixed.

Warm 1 cup of milk to about 110°F; in a separate bowl, mix the warm milk with 1/4 cup of melted unsalted butter and 1 beaten egg until fully combined.

Pour the wet mixture into the bowl with the dry ingredients. Stir until a soft dough forms, then knead for about 5 minutes.

Shape the kneaded dough into a ball and place it in a greased bowl, covering it with a damp cloth. Allow it to rise for approximately 1 hour.

Preheat your oven to 375°F while the dough is rising.

Once the dough has doubled, punch it down, divide into 12 pieces, roll each into a ball, spoon a dollop of Nutella in the center, and seal the edges.

Arrange the Nutella Bombs seam-side down on a lined baking sheet and bake for 12-15 minutes.

Remove from the oven and let cool slightly, then dust with powdered sugar before serving.