Knead flour, 150 g sugar, cocoa, egg, milk and baking powder to a smooth dough. Wrap the dough in foil and chill for about 2 hours. Mix 60 g sugar, cream cheese, vanillin sugar, butter, grated coconut and hazelnuts. Roll out dough between 2 layers of foil to a rectangle (20 x 30 cm). Spread the filling evenly on the dough and roll up from the long side.
Wrap the roll of dough in foil and chill overnight. Cut dough roll into 1/2 cm thick slices and place on 2 baking trays lined with baking paper. Bake the trays one after the other in a preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: level 3) for approx. 8 minutes. Let the cookies cool down on a cake rack