Quickly work the cold butter with the powdered sugar, salt, and vanilla. Add the yolk and mix well. Lastly, add the flours. Form a smooth and homogeneous ball and cover it with cling film. Let it rest in the fridge for about an hour. After an hour, roll out the pastry on a lightly floured surface until it reaches a thickness of about 1/4 inch. Cut out some hearts with the cookie cutters, half of which you will pierce in the center with a smaller heart. Transfer the cookies gently onto a baking sheet lined with parchment paper, giving them proper space to expand.
Bake in a preheated oven at 350° F for 12-15 minutes, until they are slightly golden. As soon as they are cooked, they will be soft and fragile, so let them cool in the pan for 5 minutes, and then place them on a wire rack to proceed with the filling. Take a heart without a hole and put half a teaspoon of Nocciolata in the center, sprinkle the hearts with the hole with powdered sugar and add them to the cookie with the Nocciolata.