Preheat oven to 350 degrees. Place hazelnuts in a single layer on a rimmed baking sheet; toast until skins begin to split, about 10 minutes. Rub warm nuts with a clean kitchen towel to remove skins. Return nuts to tray; toast until fragrant and golden brown, 10 minutes more. Let cool.
Place 2 scoops chocolate ice cream and 1 scoop coffee ice cream in each of four bowls. Top with chocolate and marshmallow sauces. Sprinkle with hazelnuts and milk chocolate chunks; serve.