For the cinnamon rolls: Preheat the oven to 390 degrees F. Lightly grease a deep baking sheet or muffin tin.
Lay out the puff pastry on a lightly floured surface, and roll out gently until it is a little less than 1/4-inch thick. Spread over the chocolate spread, then sprinkle over the brown sugar, cinnamon, hazelnuts, chopped chocolate and orange zest.
Roll the dough gently into a log: Line up longest edge with the edge of your kitchen counter, and then roll away from you -- i.e., you want to roll up the longest edge and not the shortest edge of your pastry rectangle. Cut the log into 1-inch slices.
Lay the rolls, cut-side up, in the prepared baking sheet and brush with the melted butter. Bake until lightly golden, 25 to 30 minutes. Remove the rolls from the oven and set aside to rest.
For the sugar glaze: Meanwhile, combine the butter, confectioners' sugar, vanilla paste and clementine zest and juice in a small saucepan over medium-low heat. Bring to a gentle simmer, then remove from the heat and whisk in the mascarpone. Pour the glaze over the cinnamon rolls.