In medium bowl, sift together flour, cocoa and baking soda.
In large mixing bowl, beat sugar, brown sugar and butter until light and fluffy. Beat in Nutella, eggs and vanilla until well combined. Add dry ingredients and mix just until combined. Cover bowl with plastic wrap and chill for 1 hour so the dough is easier to handle.
Preheat oven to 375º.
Shape a tablespoon of dough into a ball, press a caramel into the center of each ball and reshape in to a ball. Roll in granulated sugar and place on a silpat or parchment lined cookie sheets, then place the cookie sheet in the freezer for 15 minutes before baking.
Bake 10 to 12 minutes or until set and slightly cracked. Remove from oven and cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely. Don't overbake.