In a mixing bowl, whisk the butter together with the egg until evenly blended. In a double boiler over gently simmering water, combine the chocolate and the coffee and melt, stirring occasionally.

In a large mixing bowl, place about 2 1/2 cups of the confectioners sugar. Add the butter and egg mixture, the melted chocolate mixture, cream and vanilla. Stir well and, if necessary, add more sugar to make the mixture into a paste stiff enough to handle. Roll the paste quickly into little balls, using about 2 heaping teaspoons for each one. Roll the balls in the chocolate threads. Chill until firm, on a tray lined with parchment paper in the refrigerator. If desired, layer the balls with parchment in an airtight cookie tin and store in the refrigerator for up to 1 week.