Substituting hazelnuts for almonds, baking I simply prefer hazelnuts to almonds, especially in sweet applications. I've been recently gifted with a pound of very nice bittersweet chocolate so I've decided to do America's Test Kitchen's Sacher Torte, but I'm going to fill with some kind of Frangelico cream cheese or buttercream mixture instead of raspberries or apricots. That I'll just tweak until I like the results, but the cake itself (almost but not quite flourless) really needs to be right the first time. Here is the relevant portion of the recipe:
"Process remaining cup almonds until very finely ground, about 45 seconds. Add flour and salt and continue to process until combined, about 15 seconds. Transfer almond-flour mixture to medium bowl. Process eggs in now-empty food processor until lightened in color and almost doubled in volume, about 3 minutes. With processor running, slowly add sugar until thoroughly combined, about 15 seconds. Using whisk, gently fold egg mixture into chocolate mixture until some streaks of egg remain. Sprinkle half almond-flour mixture over chocolate-egg mixture and gently whisk until just combined. Sprinkle in remaining almond-flour mixture and gently whisk until just combined.

Divide batter between cake pans and smooth with rubber spatula. Bake until center is firm and toothpick inserted into center comes out with few moist crumbs attached, 14 to 16 minutes. Transfer cakes to wire rack and cool completely in pan, about 30 minutes."

Is there anything I should know about hazelnuts and almonds before I start? Perhaps a difference in the fat content? Is there anything I need to know about peeling the hazelnuts (I understand that task to be a bit notorious)? I'll buy the hazelnuts raw in the bulk aisle of the grocery. I would think that I should peel and lightly toast them. Can you anticipate any other way that this substitution could be problematic?
According to the Mayo Clinic, hazelnuts are somewhat more fatty than almonds, per ounce by weight (the range is for whether they are roasted or not):


Almonds - 14 - 15 g 
Hazelnuts - 17 - 17.7 g 


As might be expected, hazelnuts are slightly lower in starch.  These is unlikely to make any practical difference in the recipe, as both are fairly close.  

You should be able to use them close to interchangeably in recipes, although their flavors will be deliciously different, of course.

As for peeling hazelnuts, there are many methods.  One of the more effective techniques, which will work if you are going to toast them lightly afterwards is to blanch them in a baking soda solution.   See, for example, this article from My Baking Addiction with a video of Alice Medrich and Julia Child embedded demonstrating the technique.