Chop the chocolates finely with a sharp knife. Place them in a heat-proof mixing bowl.
Heat the cream in a small saucepan until it just boils. Turn off the heat and allow the cream to sit for 20 seconds. Pour the cream through a fine-meshed sieve into the bowl with chocolate. With a wire whisk, slowly stir the cream and chocolates together until the chocolate is completely melted. Whisk in the orange flavored liqueur, if using, coffee, and vanilla. Set aside at room temperature for 1 hour.
With 2 teaspoons, spoon round balls of the chocolate mixture onto a baking sheet lined with parchment paper. Roll each ball of chocolate in your hands to roughly make it round. Roll in confectioners' sugar, cocoa powder, or both. These will keep refrigerated for weeks, but serve them at room temperature.