Start by adding the flour, sugar, and salt into a food processor. Pulse a few times to evenly combine these dry ingredients. You want them well-mixed before introducing any fat.
Next, add the cold unsalted butter and vegetable shortening into the processor. Pulse about eight times until the mixture resembles coarse crumbs. You should see some larger pieces of butter—this is good for flakiness.
With the processor running, carefully pour in the ice cold water down the feed tube. Pulse just until the dough starts to clump together. Don't overdo it; you want a nice dough without overworking it.
Turn the clumped dough out onto a floured surface. Gather it into a ball, then divide it into two even portions. Flatten each portion into approximately a 6-inch disc and wrap tightly in plastic wrap. Chill in the refrigerator for at least one hour to firm up.
Preheat your oven to 350 degrees F and line two baking sheets with parchment paper. Set these aside as you roll out your dough.
Take one disc from the refrigerator and let it rest for about 10 minutes to soften slightly. On a lightly floured cutting board, roll the dough into a rectangle larger than 9x12 inches. Use a ruler and pizza cutter to cut it into nine 3x4-inch rectangles. Space them evenly on one of the prepared baking sheets and refrigerate.
For the second disc of dough, repeat the process and roll it out into the same sized rectangles. Place these onto the other baking sheet.
Now, take the rectangles from the second baking sheet and brush the edges with the whisked egg to create a seal. Add 1 tablespoon of Nutella down the center of each rectangle, ensuring to leave a ½ inch dough perimeter. Sprinkle the brown sugar and cinnamon mixture over the Nutella.
Carefully place the first set of rectangles over the filled ones, pressing the edges firmly to seal. Use a fork to crimp the edges and ensure a tight seal. Prick the top of each pastry several times to allow steam to escape while baking.
Freeze the pastries for 30 minutes or refrigerate for up to one hour, which helps to maintain their shape while baking.
When you’re ready to bake, brush the tops with any remaining egg wash. Bake in the preheated oven for 25 to 30 minutes, or until lightly golden. Rotate once while baking.
After baking, let the Nutella Pop Tarts cool for about 5 minutes, then transfer them to a wire rack. Prepare the glaze by whisking together the powdered sugar, milk, ground cinnamon, and vanilla extract until smooth. Spread the glaze over the cooled pastries and allow it to harden for about 30 minutes.