Pre-heat oven to 350° F. Line two cookie sheets with parchment paper. Set aside.
Roll out puff pastry and lightly flatten with a rolling pin. Cut the dough into 12 pieces measuring about 2 & ¾ by 3-inches.
Place a teaspoon full of Nutella on only 6 of the pieces and spread evenly, cover each piece with the remaining 6 pieces, turn them vertically and make thin slits in the dough, leave approximately ¼ to 1/3-inch boarder on the top.
Gently wrap the dough around the end of pretzel stick, and place on prepared cookie sheet. Gently spread the slits.
Brush milk over the puff pastry. Sprinkle with sugar and bake for approximately 15 - 20 minutes.
Let cool completely before serving.
Video
Notes
You may get more or less squares from the puff pastry depending on how large it is. See video for visual instructions.