Prepare the outdoor barbecue to medium-high heat. If you do not have a barbecue, you can use an indoor grill pan set to medium high heat. Lightly oil the grill. Grill the pineapple slices until heated through and beginning to brown, about 3 minutes per side. It's important to leave the pineapples on the grill, untouched so that you can create the grill marks.
While the pineapples are cooking, whisk the mascarpone and vanilla in a small bowl to blend. Set aside.
Combine the chocolate-hazelnut spread and cream in a small bowl and stir to combine. Place in a microwave on high for about 2 minutes, stirring every 20 seconds to blend well. Alternatively, you can combine the chocolate-hazelnut spread and cream in a small saucepan, set over low heat, and cook for about 5 minutes, stirring constantly. Heat until satiny smooth and easy to pour, about 3 to 5 minutes.
Transfer the pineapple slices to a large platter. Drizzle the warm chocolate-hazelnut sauce over.
Dollop the mascarpone mixture atop. Sprinkle with the hazelnuts and serve.