For the chocolate buns, prepare the shortcrust pastry according to the package instructions. Preheat oven to 200° top/bottom heat.
For the filling, bring milk, granulated sugar, vanilla sugar and lemon zest to a boil. Add hazelnuts, chocolate and breadcrumbs, stir and let cool. Unroll dough with the baking paper rolled along directly on the baking sheet and spread the filling on the bottom two-thirds of the dough.
Roll dough lengthwise and cut into slices about 1 cm thick. Bake snails in preheated oven on middle rack for about 10 minutes until golden brown. If desired, insert the chocolate snails into the still hot snail skewers and serve.