- To make the dough: In a large bowl, combine the flour, butter, sugar, baking powder, and salt until crumbly. Stir in the eggs, lemon zest, and milk, and mix until a smooth dough forms. Pat into a slab 1/2" thick, wrap, and chill for 1 hour.
- To make the filling: Place all of the ingredients except the hazelnuts in the bowl of a food processor and process until fairly smooth. Add the chopped hazelnuts, pulse three or four times, and transfer to a bowl. Cover and refrigerate for 1 hour.
- To assemble: Preheat the oven to 350°F. Line two baking sheets with parchment, or lightly grease.
- Divide the dough into six rectangular pieces. Work with one piece at a time; return the rest to the refrigerator until needed. Roll each piece of dough into a 3" x 20" strip, 1/8" thick. Take a scant 1/2 cup of the filling and roll it into a log 1/2 ̋ in diameter (greasing your hands first will make this easier). Place along the long edge of the rectangle and roll the dough into a log to enclose the filling. Brush the edge with a little water and pinch the seam closed. Place seam side down, then lightly roll your pin over the log to flatten it a little.
- Cut each log into five 4" long pieces. Cut horizontal slits halfway through each piece, and bend into a wreath shape (see photo up above). Transfer the cookies to the prepared baking sheets. Repeat with the remaining dough and filling until all is used.
- To bake: Bake the cookies for 20 minutes, until barely golden. Remove them from the oven and cool on a rack.
- To make the icing: Whisk the ingredients together and drizzle over the cooled cookies. Sprinkle with nonpareils before the icing sets.
- Store at room temperature in an airtight container for up to 3 weeks.