What is a good way to roast hazelnuts?
While using a pan on the stove top can result in roasted hazelnuts (or any nut), it does require constant movement and attention.  It can be quick, but it can also go wrong quickly if your heat is too high...or you stop shaking the pan for too long.  

Alternately, roasting in a 325 to 350 F (163 to 177 C) oven, on a sheet pan, in a single layer, results in a much more predictable outcome and requires less direct attention.  

Ten to 15 minutes would do the trick, but use your nose and eyes for guidance.  Once nuts begin to roast, they can quickly go from perfect to burnt.  Start checking after 8 or 9 minutes.

If you are working with hazelnuts that have the skins on them, after roasting, you can dump them onto a clean kitchen towel.  Fold the sides over and rub the nuts between the towel.  This should quickly remove most of the outer skins. I remove the cleaned ones to a bowl, and give the remaining ones another rubbing.  You may have to work at (or ignore) the few stubborn ones.