Mix together the flax and water and let sit until slightly thickened, about 5-7 minutes.
Cream together the butter and sugars until light and fluffy, about 5 minutes.
Add the flax and vanilla and mix well. The dough may look broken or clumpy at this point, but that's ok!
Sift together the flour, protein powder, baking soda, salt, and cornstarch and add into the mixing bowl all at once. Mix on low until the flour is just incorporated.
Add the 1/4 cup applesauce and mix until just combined. The dough should form into one big ball and pull away from the sides of the bowl. If the dough looks super crumbly or dry, add an additional Tbsp. of applesauce.
Fold in the chocolate chips.
Add the chocolate hazelnut spread all at once, then quickly turn the mixer on and off a few times so that the spread is just starting to get incorporated. You can also fold it in by hand (which will give you more control over the marbling), but it's a little harder to do.
Scoop the dough onto a parchment-lined baking sheet, then chill in the fridge until cold, about 10-20 minutes. While the dough is chilling, preheat the oven to 350º.
These cookies will puff up in the oven, so I like to smash them down. This step is totally up to you, but I think smashing them gives a much better texture. You can smash the dough before you put them in the oven, but I like to bake the cookies and let them cool for about 5 minutes, then smash them afterwards. They don't look as pretty as they do if you smash the dough before you bake it, but I think they taste better!
Sprinkle the cookies with cinnamon, then bake 13-15 minutes until the cookies are set and slightly golden around the edges.