Line your cookie sheet with parchment paper for ease of handling the cookies when they're done.
In your sauce pan or dutch oven, melt the butter over medium heat.
Add the sugar, milk, and cocoa powder to the butter, stirring to combine. Bring this to a boil and boil for about one minute. This helps temper the chocolate and let the cookies set.
Remove the chocolate mixture from the heat. Stir in the Nutella and vanilla, and mix until smooth.
Stir in the oats until they're coated and well-mixed.
Start scooping or spooning your mixture onto your sheet, as large or as small and in whatever shape you prefer. I like tablespoon-sized cookies so the batch makes more and lasts longer.
Put your cookies in the fridge or freezer for 15 minutes to chill and set. From there, they'll be shelf-stable at room temperature, and you can enjoy them as long as they'll last!