In a large bowl, mix together the butter, vanilla, and cream cheese. Stir in confectioners' sugar to make a workable dough. For best: results, use your clean hands for mixing.
Divide the dough into four parts. Leave one of the parts plain. To the second part, mix in peanut butter. Mix coconut into the third part, and cocoa powder into the last part. Roll each type of dough into egg shapes, and place on a waxed paper lined cookie sheet. Refrigerate until filling is hard, at least an hour.
Melt chocolate chips in a heat-proof howl over a pan of simmering water. Stir occasionally until smooth. Once melted, reduce heat to very low and make sure the water doesn't all dry up. If the chocolate seems too thick for coating, stir in some of the shortening or oil until it thins.
Dip the chilled candy eggs in chocolate, and return to the waxed paper lined sheet to set. Refrigerate for at least a 1/2 hour to harden. Because of the cream cheese filling, eggs should be kept refrigerated. Makes 4 dozen eggs. Enjoy!