Mix the egg yolk, butter, granulated sugar and melted nougat into a buttercream. Roast, chop and mix in the nuts; Leave some hazelnuts whole and keep them for decoration.
Arrange two layers alternately in a medium-sized casserole dish: start with ladyfingers soaked in coffee and rum, then the nut-nougat buttercream, then again ladybirds etc., finish with the nut-nougat buttercream. Decorate with a few hazelnuts.