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Step 1
Preheat oven to 350 F.
Step 2
In a small mixing bowl, mix egg white and sugar together with a fork until smooth and blended.
Step 3
Add the melted butter, cake flour, and extracts and mix until all of the flour is incorporated. The mixture will be smooth and shiny.
Step 4
Line a baking sheet with parchment paper. Pencil no more than six 5" x 2" rectangles on the parchment.
Step 5
Flip the parchment paper upside-down so that the batter will not directly touch the pencil marks.
Step 6
Using about 2 teaspoons of batter per rectangle, spread batter to fill the rectangles on the parchment. They should be thin enough to see through.
Step 7
Bake just until the edges of the cookies start to brown (about 9 minutes).
Step 8
Remove from the oven and very quickly (within 15 seconds) roll up one cookie to look like a cigar. If you are super fast, you can pipe a line of Nutella before rolling (you may need to thin it a little with water to get it to go through the piping bag). Dust cooled cookie with a little cocoa powder.
Step 9
Place the rest of the tray in the oven for a minute so that the next cookie will be soft enough to roll. Remove, roll, dust, and repeat until the whole tray is done.
Step 10
Continue making cookie sheets of batter until you have used all of the batter.
Step 11
If you were unable to fill the cookies prior to rolling, cover a chopstick or wooden skewer with Nutella, slide it into cooled cookies, and wiggle it around to coat the inside edges of the cookie.
Step 12
Store uncovered and eat within two days. They won't be bad after two days - they just won't be crispy.