In a small saucepan, bring the whipping cream to a simmer, stir occasionally.
Meanwhile, place the chopped chocolates and sugar in a separate bowl. Pour the hot whipping cream over them, add the vanilla extract and allow to stand for 30 seconds then stir until smooth.
Let cool slightly, then place in the refrigerator for two and half hours. Remove from the refrigerator. Scoop a tablespoon of chocolate mixture and roll the truffle balls quickly in your hands (be careful to avoid melting the balls). Place them on parchment or waxed paper.
Place again in the refrigerator overnight. Roll in cocoa powder and serve. Store the chocolate truffles covered in the refrigerator.