Preheat oven to 200°C Line a baking tray with baking paper.
Make basic scroll dough Sift flour into a large bowl. Add butter. Using your fingertips, rub flour into butter until mixture resembles fine breadcrumbs (alternately, combine in food processor then transfer to a large bowl). Make a well in the centre. Add milk. Using a knife, mix together to form soft dough.
Turn dough onto a lightly-floured surface. Knead lightly until smooth. Roll out to a 30cm x 40cm rectangle with 1 short end closest to you.
Spread Nutella over dough, leaving a 2cm border along the short edge furthest from you. Sprinkle hazelnuts and sultanas evenly over Nutella.
Starting from short end closest to you, roll up dough like a Swiss roll. Using a sharp knife, trim ends then cut roll into 9 even slices (see note). Lay scrolls flat, in 3 rows, on prepared tray, allowing a 2cm space between each. Bake for 25 minutes or until light golden. Stand for 5 minutes on tray before gently pulling apart. Serve warm.