Put oven rack in middle position and preheat oven to 350°F.
Toast hazelnuts in a shallow baking pan until fragrant and skins begin to loosen, about 6 minutes. Rub nuts in a kitchen towel to remove any loose skins (some skins may not come off) and cool to room temperature.
Pulse nuts and 1/4 cup sugar in a food processor until nuts are finely ground, then add flour and a pinch of salt, pulsing until combined. Add butter and pulse until dough just forms a ball. Divide dough in half, then roll dough into 2 (11-inch-long) logs (each about 1-inch wide). Chill, wrapped in plastic wrap, 1 hour.
Cut logs crosswide into 1/2-inch slices and arrange rounds 2 inches apart on 2 baking sheets.
Bake, 1 sheet at a time, until bottom edges just being to turn pale golden, 12 to 15 minutes. Cool cookies on a rack for about 5 minutes.
Once cookies are cooled, add 1 teaspoon of refrigerated chocolate sauce to half of the batch of the cookies. Place the other half of the batch of cookies on top of the chocolate filled ones to form sandwiches. Place in refrigerator and take out just before serving.