Use a spatula to spread the chocolate hazelnut spread evenly over 1 puff pastry sheet, leaving a ¼-inch (6 mm) border all around. Brush the border with egg wash. Place the other sheet of puff pastry on top.
Cut the pastry sheets into 9 squares.
Preheat the oven to 400˚F (200˚C). Grease a baking sheet with nonstick spray.
Take 1 square and make 5 even cuts crosswise across the center. Do not cut all the way through the edges.
Take 2 fingers and place them under the first cut, then over the next. Repeat until your fingers reach all the way through the square. Use the other hand to feed the farthest corner through the gap your fingers created. Gently pull the corner all the way through to form a braid. Repeat with the rest of the squares.
Transfer the braids to the prepared baking sheet and brush with egg wash.