Preheat the oven to 325 degrees F.
Chop the hazelnuts and place them on a sheet pan. Roast them in the oven for 10 minutes. (If the hazelnuts have skin on them, roast them for 25 minutes.) Set aside to cool.
Chop the chocolates finely and place in a bowl.
Heat the cream in a small saucepan until it boils. Immediately pour the hot cream through a fine-meshed sieve into the bowl with the chocolates. With a wire whisk, slowly stir the cream and chocolates together until the chocolate is completely melted. (If the chocolate doesn't melt completely, place the bowl over a pan of simmering water and stir for a few minutes just until it melts.) Whisk in the hazelnut liqueur, coffee, and vanilla. Cover and chill for 45 minutes to 1 hour until pliable but firm enough to scoop.
With 2 teaspoons or a 1 1/4-inch ice cream scoop, make dollops of the chocolate mixture and place on a baking sheet lined with parchment paper. Refrigerate for about 15 minutes, until firm enough to roll into rough spheres. Roll the chocolate in the chopped hazelnuts and chill again. Truffles are best when they're allowed to set overnight in the refrigerator.
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