How to Make It
Preheat the oven to 350°. Spread the pecans in a pie plate and toast until golden, 8 to 10 minutes. Let cool, then very coarsely chop.
In a bowl, beat the butter with both sugars and the vanilla until fluffy. In another bowl, whisk the flour with the cocoa powder, baking soda and salt. Beat the dry ingredients and the milk into the butter mixture in 3 alternating batches; beat in the pecans until just incorporated. On a work surface, divide the dough into 2 pieces. Roll each piece to a 51/2-inch log, about 21/4 inches in diameter. Wrap the logs in plastic and refrigerate until firm, 1 hour.
Preheat the oven to 325°. Line 2 large baking sheets with parchment paper. Remove 1 log of dough from the plastic. Using a thin knife, cut the log crosswise into 1/4-inch-thick slices and arrange on the baking sheets. One log should yield 20 cookies.
Bake the cookies for 12 to 15 minutes, until just firm. Let cool for 5 minutes, then transfer to a rack to cool. Let the baking sheets cool, then repeat Steps 3 and 4 with the second log of dough.
In a bowl, beat the cream and Nutella until stiff. For each cake stack, set a cookie on a platter and top with 1 tablespoon of the filling. Top with another cookie and another 1 tablespoon of filling. Repeat to make 2 more layers. Repeat with the remaining cookies and filling to make 9 more stacks. Tent the platter with plastic wrap and refrigerate the cakes overnight. Garnish with candied pecans before serving.