Preheat oven to 180°C. Line 2 baking trays with baking paper. Beat butter and vanilla essence together with an electric mixer until creamy. Add icing sugar and continue to beat until pale and well combined. Add flour and cocoa and mix to combine.
Roll 2 teaspoons of dough into balls and place on prepared trays. Press centre of each ball with ball of thumb to make indentation. Bake for 12 minutes, until set.
Meanwhile prepare Mocha Filling. Melt chocolate and butter in a small heavy-based saucepan on low, stirring constantly. Stir in icing sugar, vanilla and enough coffee to make a smooth filling. While cookies are still warm, spoon filling into centres. Cool completely on wire racks.