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Line a heavy large baking sheet with a silpat or parchment paper. Combine the water, butter, 1 1/2 teaspoons of sugar, and salt in a heavy medium saucepan. Bring to a boil, stirring until the butter melts. Add the flour and stir over medium heat for 1 minute. Cool 5 minutes.
Crack 2 eggs into a measuring cup. Use a wooden spoon to beat the eggs into the dough, 1 at a time. Spoon 10 or 12 (1 1/2-inch) mounds of dough onto the prepared baking sheet, spacing 2 inches apart. Beat the remaining egg in a small bowl to blend. Gently brush the egg over the dough mounds (do not drip the egg onto the baking sheet).
Bake the pastries until they are amber brown, about 50 minutes. Allow the pastries to cool completely.
Mix the mascarpone, ricotta, vanilla, and remaining 3 tablespoons of sugar in a medium bowl. Refrigerate until cold. Using a serrated knife, cut the tops off the pastry and set aside. Spoon the mascarpone mixture into the pastries and top with its lid.
Combine the chocolate-hazelnut spread and cream in a small bowl. Heat in the microwave for about 30 seconds until warm. Stir the mixture. Spoon the chocolate-hazelnut sauce atop the pastries. Sprinkle with the hazelnuts and serve.