Heat oven to 350°F. On ungreased cookie sheet, place cookies 2 inches apart.
Bake cookies according to package directions. Cool on cookie sheet 3 minutes; remove from cookie sheet to cooling rack. Cool completely, about 20 minutes.
Meanwhile, in small bowl, mix peanut butter, hazelnut spread and cocoa. Cover, refrigerate until ready to assemble. Sandwich flat sides of 2 cookies together with about 1 tablespoon filling in between. Sprinkle edges of cookies with sprinkles.