In a large mixing bowl beat first 3 ingredients with an electric mixer on medium speed until fluffy. Dissolve instant coffee powder or crystals in vanilla; add to butter mixture. Beat in cocoa powder. Beat in as much of the flour as you can with the mixer. By hand, stir in any remaining flour. Divide dough in half. Cover; chill about 1 hour or until firm.
On a floured surface, roll one half of dough at a time to 1/4-inch to 3/8-inch thickness. Cut into 3-inch trees, reindeers, or other shapes. Place cookies 1-1/2 inches apart on greased cookie sheets.
Bake in a 325 degree F oven for 12 to 15 minutes or until set but not overbrowned. Cool 1 minute on cookie sheet; transfer to wire racks. Cool completely.
Heat and stir chocolate pieces and shortening over low heat until chocolate begins to melt. Remove from heat; stir until smooth. Drizzle over cookies. Let stand until set.
Heat and stir the caramels, 1/4 cup butter, and milk over very low heat until smooth. Cool slightly. Drizzle over cookies. Makes 30 cookies.