Preheat an oven to 350 degrees F (175 degrees C). Spread hazelnuts evenly on a baking sheet. Bake until lightly toasted, about 5 to 7 minutes. Remove the pan from the oven, transfer the nuts to a bowl, and let them cool. Place the eggnog, sugar, salt, butter, egg, egg yolk, bread flour, yeast, anise seed, and cinnamon into the bread machine. Program the machine for a basic cycle with the crust as "medium." Press start. Do not use the delay timer. Place the cooled toasted hazelnuts into the machine between Knead Cycle 1 and Knead Cycle 2. When the baking cycle ends, immediately remove the bread from the pan and allow it to cool on a rack. Prepare the glaze by combining the confectioners' sugar and eggnog in a bowl; mix well. It should be a drizzling consistency. Drizzle the glaze on the cooled bread before slicing.