How to Make Hazelnut Roasted Coffee
There's a number of different ways you can add flavouring to coffee. As previously suggested, you can add syrup to the beans or to the finished coffee but the problem with syrup generally is that whilst adding flavouring it also adds sweetness which some may not want.

You could try adding hazlenut essence or oil to the pre-roasted beans and leave for a few days for the flavours to infuse before grinding and using.

Or you could try adding whole hazlenuts to pre-roasted beans in a ratio of about 2:1 beans to hazlenuts by weight and leaving for a few days for the flavours to infuse and then grind and use.

You'd need to experiment with quantities and leave time to find what works best for you.

I don't think it's practical to roast beans in the home.