STEP ONEFor Crusts: HEAT oven to 425°F. Coat 12 (4 x 3/4-inch) tart pans with no-stick cooking spray. Beat shortening and cream cheese in large bowl with electric mixer on medium speed until fluffy. Beat in flour, hazelnuts and salt until dough forms. Divide into 12 equal pieces. Press evenly into prepared tart pans or roll into 4 1/2-inch circles between 2 small sheets of wax paper and line prepared tart pans. Trim dough even with edges of pans. Bake 8 to 10 minutes or until crusts are set and firm. Cool completely.
STEP TWOFor Filling: Place cornstarch in medium saucepan. Whisk in sweetened condensed milk and egg yolks until blended. Stir in milk. Bring to a boil over medium heat, stirring constantly. Reduce heat to low. Cook 1 minute. Remove from heat. Whisk in chocolate hazelnut spread until blended. Divide chopped hazelnuts into crusts. Top evenly with filling mixture. Chill 15 minutes.
STEP THREEHEAT broiler to HIGH. Top each tart with 1/4 cup mini marshmallows. Place 6 tarts in 15 x 10 x 1-inch baking pan. Broil 4 inches from heat 2 minutes or until marshmallows are lightly browned. Repeat with remaining tarts. Serve warm.