Remove rolls from pan and thaw in microwave for 1 minute on 50% power.
Heat oil in a sauce pan to about 220°F. Fry one roll at a time until golden brown, about 1 to 2 minutes on each side.
Remove from oil to drain. Mix cream cheese frosting and nutella until thoroughly combined. Place in a frosting gun or pastry bag and inject into each roll. Sprinkle with powdered sugar and serve.