Grind the hazelnuts to a very fine paste (this can be done in a blender or coffee grinder).
Warm milk until the edge is ringed with tiny bubbles. Turn off heat at once. Put in the hazelnut paste, mix thoroughly, and cover. Allow to cool completely.
Line a strainer with a double layer of cheesecloth. Set over a bowl and pour the hazelnut milk mixture into the strainer and press as much through as possible. Tie up the ends of the cheesecloth, suspend over the bowl, and allow to drip through. When mixture stops dripping, squeeze gently. In another bowl beat the egg yolks and sugar until pale and foamy. Add the strained milk mixture mixing in a little at a time.
Pour everything into top of double boiler over medium heat. Stir constantly and cook for 3 to 4 minutes after the water in the bottom has started to bubble. Pour into a bowl. Allow to cool completely then chill. Freeze according to ice cream machine directions.