Mix flour and salt together in a large bowl. Cut in shortening until the mixture is crumbly.
Add the milk and stir until just until the dough starts to form a ball.
Roll the dough to a little thinner than ¼ inch thickness. Using a cookie cutter or glass, cut out four inch circles.
Place about a tablespoon of Nutella in the middle of each circle. Do not spread. Fold each circle in half and seal edges together using a fork that has been dipped in cool water.