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Step 1
Preheat oven to 325°. Toast hazelnuts on a rimmed baking sheet until light golden brown and skins start to split, 8 to 10 minutes. Rub warm nuts in a kitchen towel to remove most of skins (it's okay if some stick). Let cool and chop coarsely.
Step 2
Using a stand mixer with the paddle attachment (or a handheld mixer with beaters; cookies will be slightly crumblier), beat butter, granulated sugar, and salt on medium speed until evenly mixed and fluffy, 4 to 5 minutes.
Step 3
In a small bowl, whisk together vanilla-bean paste and cognac. Scrape into butter mixture and mix to incorporate.
Step 4
On low speed, gradually mix in flour, scraping bowl as needed. Add hazelnuts and mix 30 seconds more.
Step 5
Immediately scoop cookies into 1 1/2-tbsp. (25 g) portions and roll into balls. Chill, covered, at least 4 hours and up to 2 days.
Step 6
Preheat oven to 325° with racks in upper and lower thirds. Stack a baking sheet on a second sheet (to help cookies get evenly golden brown). Repeat with 2 more baking sheets. Line top sheet in each stack with parchment paper and set chilled cookie portions on parchment about 1 in. apart.
Step 7
Bake cookies 20 minutes. Switch positions of pans and rotate each 180°; then bake until medium golden brown, almost like biscotti, 25 to 30 minutes more. Slide parchment with cookies onto cooling racks and let cool completely.
Step 8
Put powdered sugar in a large, wide bowl, then roll cookies in powdered sugar. Repeat, lightly pressing sugar onto cookies to form a thick, fluffy coat.
Step 9
*Pura recommends weighing ingredients on a kitchen scale, since it's more precise. Find vanilla-bean paste at surlatable.com.
Step 10
Make ahead: Through step 5, up to 2 days, chilled airtight, or 2 months, frozen (thaw overnight in fridge before proceeding). Baked cookies, 2 to 3 days, airtight at room temperature, or up to 2 months, frozen.