Heat the cream in a saucepan over medium heat until it just begins to boil. Remove from heat and add the coffee or espresso powder and vanilla sugar. Let cool completely.
In a saucepan, combine the sugar and water. Bring to a boil over medium heat. Simmer until the syrup reaches the thread stage (106-113°C / 222-235°F) — test by dropping 1 teaspoon onto a cool plate; when it forms a thin thread, it's ready. Cool immediately by placing the pan bottom in cold water or placing a wet cloth under the pan. Let cool for about 5 minutes.
In a bowl, combine the cooled sugar syrup and cream. Add the chocolate cream powder, cinnamon, and nutmeg. Mix thoroughly, then beat vigorously for at least 1 minute. Refrigerate for at least 1.5 hours.
Pour the cooled mixture through a fine sieve. Add the brandy and mix well. Pour into a decorative bottle and seal tightly.