Preheat oven to 350 degrees. Line a baking sheet with parchment paper.
Place the banana, coconut and cinnamon (if using) in a food processor and pulse a few times until combined. Transfer to a large bowl.
Beat the egg white in a medium bowl with a hand-mixer (or do this in the bowl of a stand-mixer fitted with the whisk attachment) until soft peaks form.
Gently fold the beaten egg white into the banana coconut mixture until combined.
Place a small round cookie cutter that's been greased with baking spray on the baking sheet. Spoon mixture into the cookie cutter to form the cookie shape then remove cookie cutter. Repeat with remaining batter.
Bake for about 20 minutes until cookies start to turn golden brown on the edges. Remove from oven, let cool for a couple minutes before transferring to a cooling rack.
Once completely cooled, squeeze chocolate hazelnut spread onto one side of a cookie. Top with another cookie to form the sandwich and repeat with the remaining cookies. Place in the refrigerator for 5 minutes so the chocolate hazelnut spread sets.
Notes
For strict paleo - opt for a straight up hazelnut butter or other nut butter spread.