Just like with burgers, line a baking sheet with some waxed paper. Divide the nutella into dollops onto the baking sheet, then freeze them for at least 20 minutes, but preferably until they're SOLID.
Preheat your grill to 350°F and prepare for indirect grilling.
I really recommend using parchment paper for this recipe, my Blondies stuck to the bottom of the pan even though I seriously greased it up. Like a lot. Anyway, line a 9x13-inch pan with parchment, give the parchment a spray.
Using a microwave, or a saucepan on the side burner (or stove), melt the butter and coconut oil together until it starts to foam a little.
Combine the sugar with the cream cheese and add the coconut-butter mixture, beating until they're light and fluffy. A hand mixer or a kitchen aid is great for this. Add the vanilla and eggs to this mix and continue beating until it's all well combined.
Add the flours, baking soda, and salt, mixing until they're all combined. You can add the coconut at this point if you prefer it mixed through the batter instead of on top.
Pour the batter into your prepared baking dish. Remove the hardened lumps of Nutella from your freezer and press them partially into the batter. Try to evenly space them out so every square has a heart filled with gooey Nutella. You can top the batter with sprinkles of shredded coconut now, if you didn't mix it into the batter already.
Bake over indirect heat for 25 to 30 minutes, or until the sides are all completely set, but the middle will be a little gooey still, and everything is a beautiful golden brown.
Remove the Blondies from the grill and let them cool in the pan for a little while. Then pull them out by the parchment paper, 'cause you were smarter then me and used it, and let them cool completely. This lets the last bits in the middle to set up. If you don't do this, you will have a very big mess.
Cut the Blondies into 12 servings and watch the magic happen.