Chocolate, Cinnamon, and Hazelnut Thumbprints

Position racks in upper and lower thirds of oven; preheat to 350°F. Toast hazelnuts on a rimmed baking sheet on upper rack, tossing occasionally, until golden brown, 10–12 minutes. Wrap nuts in a kitchen towel and let steam 1 minute. Rub nuts in towel to remove loose skins (don't worry about skins that don't come off) and let cool.
Grind 1/2 cup nuts in spice mill until finely ground. Transfer to a large bowl. Add flour, cocoa powder, baking soda, salt, and 1 1/4 tsp. cinnamon.
Using an electric mixer on medium speed, beat granulated sugar and 1 cup butter in another large bowl until pale and fluffy, about 2 minutes. Add egg and vanilla and beat until combined. Reduce mixer speed to low, add dry ingredients, and beat until just combined.
Combine sanding sugar and remaining 1 tsp. cinnamon in a small bowl. Roll heaping 1-Tbsp. rounds of dough into balls, then roll in sanding sugar. Arrange balls on parchment-lined rimmed baking sheets at least 2" apart. Bake cookies, rotating sheets halfway through, until puffed and set but still moist, 10-12 minutes.
Remove baking sheets from oven and immediately make an indentation in the center of each cookie with the small end of a melon baller or the bottom of a rounded 1-tsp. measuring spoon. Transfer cookies on parchment to wire racks and let cool completely.
Finely chop remaining 2 Tbsp. nuts and set aside. Heat chocolate and remaining 4 Tbsp. butter in a small bowl in 10-second intervals in microwave, stirring often, until melted. Transfer chocolate mixture to a small resealable plastic bag and snip a 1/4" hole in one corner. Pipe chocolate into cookie indentations. Immediately sprinkle chocolate with reserved nuts. Let cookies stand until chocolate sets, about 20 minutes.
Cookies can be made up to 1 week ahead; keep in an airtight container at room temperature.