I think putting them in the mash is the general recommendation when people want to use actual nuts in the beer.
There are a lot of hazelnut recipes that just use the extract at bottling time - might be worth looking into.
You'll probably get a lot of people who will complain about loss of head retention due to the fats in the nuts. They are definitely correct, but my opinion is who cares? Head retention is overrated. Nice, but not necessary. I would rather sacrifice head retention to make a hazelnut beer that tasted like hazelnuts.