Italian Brioches

Name: Italian Brioches
Ingredients: 3 tablespoons of lukewarm water; 1 teaspoon active dry yeast; 1/3 cup granulated sugar; 3 egg yolks (at room temperature); 1 egg white (for egg wash) (at room temperature); 2 3/4 cups unbleached all-purpose flour; 1 teaspoon salt; 1 lemon, zested; 1 orange, zested; 1 Vanilla bean (or 1 teaspoon vanilla extract); 2/3 cup whole milk; 1/4 cup oil (vegetable, canola or sunflower); 1/2 cup Nutella; 1/3 cup whole hazelnuts, skins removed, roasted and coarsely chopped