Preheat oven to 350. Spread the hazelnuts out on a baking sheet and roast for 5-10 minutes or until fragrant. Cool to room temperature.
Place the hazelnuts, vodka, and brandy in a sealable jar. Place in a cool dark place for 5 weeks.
Combine the sugar and water in a small pan and heat over medium, stirring until sugar is dissolved. Let cool and then add to hazelnut mixture. Let steep for 3 more days.
Add split vanilla bean to mixture and let steep for an additional 5 days.
Strain through a sieve and then through a coffee filter.