Spread out the hazelnuts on a baking tray lined with parchment paper and cook in a preheated oven at 350°F for 10 minutes. Let the hazelnuts cool slightly and use a clean dishcloth to remove the shells from the roasted nuts. Line a 9-inch springform cake pan with parchment paper and spread the roasted hazelnuts over the bottom. Pour the melted chocolate over the hazelnuts and smooth out the top.
For the cheesecake cream, combine the softened cream cheese and vanilla extract with a hand mixer until creamy. Pour the mixture over the cooled chocolate hazelnut crust in the springform pan and smooth out the top.
Gently combine the fresh raspberries and raspberry jam. Open 5 of the Kinder eggs and fill the 10 halves with the raspberry filling. Heat the blade of a butter knife, pass it over the edges of the Kinder egg halves, and put the eggs back together. Push the 5 stuffed Kinder eggs into the cheesecake cream until they are completely submerged.
Open the other 5 Kinder eggs so that you have 10 halves. Set 5 of the Kinder egg halves aside for later and slightly press the other 5 halves into the cheesecake cream in the spaces between the 5 stuffed Kinder eggs. Transfer the pan to the refrigerator and chill for 4 hours.
Once the cake has chilled, add a scoop of black raspberry ice cream to each empty Kinder egg half in the cheesecake and top with another empty egg half to close the eggs. Garnish the cheesecake with fresh raspberries and chopped hazelnuts.
For the chocolate sauce, add the water to a saucepan over medium heat and bring to a boil. Dissolve the brown sugar in the boiling water, add the cocoa powder, and let it boil down while stirring constantly. Crumble the Kinder eggs into the mixture, let the chocolate melt, and mix until a smooth sauce forms. Plate the cheesecake slices and pour the warm chocolate sauce over the chocolate Kinder egg shells to reveal the sweet surprise inside.