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Put all ingredients into the bowl of a food processor. Process until blended. Take out of processor, shape into a ball, wrap with plastic and chill for about 30 minutes (you can skip this step if you are in a hurry, but chilling makes the dough easier to roll).
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Dust your table with flour. Divide the dough into three parts. Roll out the first part of the dough to a very thin rectangle. Spread healthified Nutella or regular Nutella in an even layer on the surface. Roll up the shorter side, making it into a long string. Cut the string into 1 inch pieces. Continue with remaining dough.
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Place rolls on baking sheet lined with parchment paper. Brush tops with beaten egg. Bake for 15-20 minutes in 300 F (150 C) oven.