Preheat oven to 350 degrees Fahrenheit and line a baking sheet with parchment paper. Place Nutella in the freezer while preparing the dough.

In a large bowl, combine pumpkin puree, coconut sugar, melted coconut oil, and vanilla extract. Mix until smooth and well combined.

Add almond flour, pumpkin pie spice, baking soda, and sea salt to the wet ingredients. Stir until a thick cookie dough forms.

Scoop about 2 tablespoons of dough and flatten it in your palm. The dough should be about 3 inches wide and slightly thick.

Place about 1 teaspoon of chilled Nutella in the center of the flattened dough. Fold the edges up and around the Nutella, sealing completely and rolling into a ball.

Place cookie balls on the prepared baking sheet, spacing them 2 inches apart. Gently flatten each cookie slightly. Bake for 10-12 minutes until edges are set.

Allow cookies to cool on the baking sheet for 5 minutes before transferring to a wire rack. The Nutella center will be very hot, so let cool for at least 10 minutes before eating.