Melt 2 tablespoons of the butter over medium heat. Add ginger and shallots and sauté for 2 minutes. Add tomatoes, sugar, lime juice, cilantro, and salt, and cook until sauce is thickened, stirring frequently. Taste the chutney and add more lime juice or salt if desired. (may be made 2 days in advance)
Preheat oven to 375F
Heat a sauté pan over medium-high heat. Add hazelnuts and cook, shaking pan continuously, until they look and smell toasted, 5 minutes. Use a kitchen towel to gently rub skins off. Finely chop nuts when cooled.
Melt the remaining 2 tablespoons butter. Roll out a sheet of fillo onto a clean counter, and brush with half of the melted butter. Keep fillo pile covered with a damp tea towel to prevent it from drying out. Sprinkle with half the ground nuts, Place second fillo sheet squarely over first. Brush with butter, saving a bit to be used later, and sprinkle with remaining hazelnuts. Cut fillo stack crosswise into 8 equal strips. Place a shrimp at the end of a strip and roll it up, changing the direction as necessary to totally wrap the shrimp. Repeat with remaining shrimp, and place rolls seam side down on a lightly greased baking sheet. Brush with butter. Bake until golden brown, 8 to 10 minutes.