Dissolve the coffee in the milk. Put the whipped cream in a mixing bowl. Add the cold milk to the coffee and whisk it with a mixer until it solidifies.
Cut the biscuits into small pieces and add them to the whipped cream. Cut the hazelnuts in half, add them to the mixture, and mix.
Line a bread mold with cling film and fill it with the mixture. Keep it in the freezer for at least 2 hours.
For the sauce, heat the cream without boiling. Break the chocolate into small pieces, add them to the cream, and stir until melted. Leave to cool down.
Turn the mold upside down and remove the parfait. Drizzle chocolate sauce over it. Serve cold.