How to make hazelnut oil I want to ask the best way to make hazelnut oil using an oven, a blender, and...cheesecloth?

(At this point no online article seems helpful).

My plan is to bake hazelnuts at 300 F for 8-15 minutes until surface has an oily sheen and is fragrant. Afterwards, put into a blender and pulverize until oil is extracted. Filter through cheesecloth.

Is this a sound methodology?

My goal is to mix the fragrant oil into my chocolate sauce recipe (which already has salt, vanilla, brown sugar).
I doubt you'll get much of a yield. You will probably even have a difficulty creating a hazelnut paste in the blender. Ideally, you would pulverize and then separate with a centrifuge, to extract the oil. Unfortunately, I don't think your options are the right tools for the job.