Combine almond flour and agave nectar in a blender; blend until mixture begins to form a ball on the blade, scraping sides if needed, 1 to 2 minutes. Refrigerate until marzipan is firm enough to roll, about 1 hour.
Combine dates, hazelnuts, and cocoa powder in a blender; blend until truffle texture is smooth, 1 to 2 minutes.
Roll marzipan into a long rope. Flatten into a thin sheet using a rolling pin. Roll truffle into a long rope; place in the center of the marzipan sheet and roll up to seal. Cut the roll into 3 pieces.