Preheat the oven to 400°F. Line a baking sheet with parchment paper and set aside.
Unfold the puff pastry sheets and roll on a lightly floured surface to remove creases using a rolling pin.
Use a large bowl or plate that is similar in size to the sheets. Place it on each puff pastry sheet, trace around the plate, and cut around with a sharp knife to create two large circles.
Place one circle onto the parchment paper-lined baking sheet, and spread on Nutella, leaving ½ inch border around the edges.
Place the second puff pastry circle on top and press the edges of the circles together to seal. Place a small bowl in the center of the dough circle and using a sharp knife, cut the pastry outside the small bowl into 4 equal parts.
Cut each part into 4 more parts to make 16 wedges. Twist two of the wedges in toward each other then pinch them together at the ends to seal. Repeat with the remaining wedges until it has made a snowflake.
Remove the bowl and brush the puff pastry with the egg wash (1 large egg with 1 tablespoon water). Sprinkle with the sanding sugar and bake for 20-25 minutes.
Let cool slightly and then dust with powdered sugar before serving.