Preheat your oven to 350°F (175°C). Line a cookie sheet with parchment paper.
In a large bowl, mix Nutella, self-rising flour, and milk. Mix with a spatula or knead with hands to make a smooth dough. Adjust the amount of milk as needed to achieve the right dough consistency.
Roll the dough into balls and place them on a baking sheet. Press them down with a fork or use a cookie cutter to create fun shapes for sandwich cookies.
Bake in the preheated oven for 10-12 minutes. Allow the cookies to cool completely.
For sandwich cookies, spread a layer of Nutella on the bottom of one cookie and top with another cookie.
Drizzle some melted Nutella on top for an extra touch of sweetness. Enjoy!