Place chocolates in a small bowl. In a small saucepan, bring cream just to a boil. Pour over chocolates; whisk until smooth. Stir in Amaretto and vanilla. Cool to room temperature, stirring occasionally. Cover and refrigerate for 1-1/2 hours or until easy to handle.
In a small bowl, combine sugar and cocoa. Shape chocolate mixture into 1-in. balls; roll in cocoa mixture. Store in an airtight container in the refrigerator.