Beat butter and sugar together until fluffy. Beat in the eggs.
In a small bowl, dissolve the espresso powder in the water. Beat into the butter mixture.
In a separate bowl, combine the flour, cocoa powder, baking soda and salt. Stir the dry ingredients into the butter mixture.
Wrap the dough in plastic and chill at least 30 minutes.
Preheat oven to 350. Line 2 baking sheets with parchment paper. Roll out the dough on a floured surface. Using a 3" biscuit cutter, cut circles and place onto the baking sheets. Bake 20 minutes. Cool.
To make the filling, beat the butter, sugar and vanilla until smooth. Stir in the crushed candy canes.
Spread or pipe the filling onto the inside of one cookie, then gently press another cookie on top.
Melt the chocolate and coconut oil in a microwave safe bowl in 30 second intervals until smooth. Place the remaining crushed candy canes in a separate bowl.
Dunk half of the sandwich cookie into the melted chocolate, then the crushed candy canes. Leave the other half of the cookie exposed. Allow to set on a wire rack.