Preheat oven to 350 degrees. Beat together the butter, peanut butter, and sugars using an electric mixer until light and fluffy (about 2-3 minutes). Add in the egg and vanilla and beat until well combined.
In a separate bowl, combine flour, baking soda, and salt. With mixer on low (or by hand), slowly incorporate the dry ingredients into the butter mixture until just combined.
Microwave Nutella for 20 seconds and then drizzle over the dough. Fold in Nutella with a spatula until well-distributed throughout the dough to give it that "marbled" look (this is a cook time to sample the dough and make sure that it tastes okay. You know- quality control).
Chill the dough in the fridge for 15 minutes and then roll small balls by hand. Place about an inch apart on cookie sheet and use a fork to press the balls down slightly. Bake until the edges are lightly browned, about 8-10 minutes. Allow cookies to cool on the pan for 2 minutes, and then transfer to a cooling rack to cool completely.