First of all, hazelnuts always peel easier after they have been roasted, the heat loosening up some of that skin. Plus, roasting them is a simple way to give them more flavor before they even go into the cookies. To roast, place on a baking sheet and cook for about 10 minutes in a 350-degree oven. Now here's where the peeling part comes in. Remove them from the oven and place them in a colander. (Opt for the meshlike one with smaller holes.) Let the nuts cool a bit, then move them back and forth against the colander so that the mesh helps take off the skins. Much of the skin will fall out of the strainer, leaving mostly bare nuts. Alternatively, you could do the same thing with a wire rack used to cool cookies.