Place a large skillet over medium-low heat. Melt butter, then saute rice, orzo, mushrooms, onion, and celery. Stir constantly until rice is lightly browned.
Mix in chicken broth, parsley, marjoram, pepper, and hazelnuts. Bring to a boil, then reduce heat to low, cover skillet, and allow to simmer 15 minutes. Remove from heat and let stand 10 minutes before serving.
