Preheat oven to 350° f. and line two baking sheets with parchment paper.
Mix together the wet ingredients: egg, oil, sugar and vanilla extract. Add the dry ingredients: flour, baking powder and salt, and stir until a smooth dough is formed. Roll out the dough to 1/4 inch thick then using a large cookie cutter or a knife, cut out circles that are around 6 inches wide. These are BIG cookies.
Place a spoonful of raw brownie batter in the bottom, top with cookie dough, hazelnut spread, then an Oreo cookie. Press the filling down slightly then pinch the edges closed to form a triangle.
Bake the hamantaschen for 18-20 minutes. Transfer to a wire rack to cool. Once cooled, you can drizzle some melted chocolate over the hamantaschen.