Mix butter, vanilla, and cream cheese together in a large bowl. Use your hands to stir in confectioners' sugar to make a workable dough.

Line a cookie sheet with waxed paper. Divide dough into four equal amounts. Set one piece of dough aside. Mix peanut butter into one, coconut into another, and cocoa powder into the last piece. Roll each type of dough into egg shapes; place on prepared cookie sheet. Refrigerate until hard, at least an hour.

Melt chocolate chips in a heat-proof bowl over a pan of simmering water. Stir occasionally until smooth. If the chocolate seems too thick for coating, stir in a teaspoon of shortening or oil until it thins to your desired consistency. Dip chilled candy eggs in chocolate, and return to the lined cookie sheet to set. Refrigerate for 1/2 hour to harden.