Combine flour, sugar, cocoa, ground coffee, baking powder, cinnamon, and salt. Using a stand mixer or pastry cutter, mix in the butter until it resembles coarse crumbs or meal. Add walnuts, eggs, and vanilla, and mix until combined. It should be like a dry, chunky cookie dough.
Use your hands to mold the dough together. On a lightly floured or plastic wrap-lined surface, divide dough into two and shape into two, 14 by 1 ¾ by 1-inch logs. Place on a greased or parchment-lined baking sheet and pat each log down until it's ¾ inch high.
Bake at 350F until the loaves are firm to the touch and a toothpick in the center comes out clean, about 20-25 minutes. Transfer loaves to a cooling rack and cool for 10 minutes. Use a serrated knife to cut into ¼ to ½ inch slices. (Which size doesn't matter so much, so long as they are all the same thickness.)
Place cookies on a baking sheet in a single layer. Lower oven temperature to 300F and bake for 20 minutes, turning once. Transfer to a cooling rack and cool completely. Biscotti will crisp as they cool.