Preheat oven to 350°F. Line 2 greased 15- x -10-inch pans with parchment paper.
Combine cake mix, eggs, coffee, oil, and vanilla in a large bowl; beat on high speed until smooth. Divide batter between prepared pans.
Bake 12 to 14 minutes or until cakes spring back when lightly touched; cool 5 minutes.
Invert each cake onto a kitchen towel lightly dusted with powdered sugar. Gently peel off parchment. Roll up each cake in towel jelly-roll style, starting with a short side. Cool completely on wire racks.
Meanwhile, whisk cream and pudding mix in a small bowl until thickened; whisk in peanut butter. Fold in whipped topping and candies. Unroll cakes; spread half of filling over each cake to within 1/2-inch of edges.
Roll up cakes again without towels. Place each cake roll on a platter, seam side down. Chill, covered, at least 3 hours before serving. Sprinkle with cocoa, if desired.