The sustainable synthesis of carbon-based sulfonated acid catalysts from biomass is of paramount importance from the perspective of sustainability. However, the traditional pyrolysis method leads to low solid yields and poor carbon stability. A cascade synthesis is here proposed, combining hydrothermal carbonization and pyrolysis, to produce a “high-quality” carbon-based precursor, followed by its sulfonation to increase the pristine acidity. The proposed multi-step preparation is effective when each step is optimized, primarily the hydrothermal carbonization, which should be carefully optimized. A chemometric approach was employed to optimize the hydrochar synthesis, using microcrystalline cellulose as starting feedstock. The identified optimal reaction conditions were applied to the hydrothermal carbonization of hazelnut shells, which is a more complex but cheaper feedstock, and the obtained hydrochars were pyrolyzed to produce pyrochars. The most promising chars were sulfonated and tested as heterogeneous acid catalysts in the aqueous conversion of fructose to 5-(hydroxymethyl)furfural, a promising platform chemical of great industrial interest, obtaining maximum yields of about 40 mol%. These promising results pave the way for the use of such wastes as efficient acid catalysts for the synthesis of 5-(hydroxymethyl)furfural, contributing to ensure the biomass circular exploitation.