Beat softened cream cheese until fluffy.
Beat in chocolate hazelnut spread, brown sugar, powdered sugar and vanilla.
Stir in 1/2 cup mini chocolate chips and 1/2 cup of mini marshmallow bits.
Dump everything into the center of a large piece of plastic wrap. Wrap the plastic around the ingredients and form a ball. Cover with more plastic wrap, if necessary. Place the ball in a small bowl and put it into the fridge until it firms up a little, for at least 2 hours or overnight.
Remove the cheese ball from the fridge, unwrap it and coat it with 1/2 cups chopped toasted walnuts, 1/4 cup mini chocolate chips and 1/2 cup mini marshmallow bits. Gently press the toppings into the cheese ball.
Place the Rocky Road Cheese Ball on a plate or a platter and surround it with shortbread cookies and pretzels.