Heat oven to 350.
spray cookie sheet with non stick spray.
Combine powdered sugar, cream cheese, coffee and vanilla and blend well.
Add in macadamia nuts.
Separate dough and spoon about a tablespoon of cream cheese mixture onto one end of each piece of dough.
Roll dough, starting at filling end, up to opposite point and place on greased cookie sheet.
Bake 12-15 minutes or until golden brown.
Cool 5 minutes.
Melt chocolate chips and shortening in microwave by heating in 30 second intervals then stirring. Repeat until smooth.
Drizzle over rolls.