ah—I looked up that same phrase and while around holiday time we, with any luck, get in-shell hazelnuts (which I assume is not what you mean the way you've phrased the coatings bit), I've never seen them with the outer ...husk? hat thing still on.

(now I wonder if that part of hazelnuts has a smell; the bright chartreuse brown-staining hulls of black walnuts have a distinct scent and it's very homey for me... but of course that needn't translate to very different nuts and that they grow 'round here is the only reason I know that; I don't think I've even seen them in shells in store)