Take chocolate-hazelnut spread in a bowl and dip the rim of each of 4 mason jars in it. Pour the milkshake equally into each jar.
Sprinkle pistachio shavings on the chocolate-hazelnut spread and pipe out whipped cream over the milkshake till it rises well above the rim of the jar.
Halve marshmallows, skewer each piece onto a satay stick and toast over direct flame for a minute. Place 2-3 toasted marshmallow pieces over whipped cream in each jar. Sprinkle chocolate chips and chocolate shavings on top.
Coat 4 chocolate sticks with chocolate hazelnut-spread from all sides and place one in each jar along with a plain chocolate stick.
Top each mason jar with 1 of the remaining doughnuts and serve immediately.