Step 1In a small saucepan, melt the Mexican chocolate with the heavy cream over low heat, gently stirring until the mixture is smooth. Pour the chocolate into a small bowl and refrigerate until chilled and firm, 30 to 40 minutes.
Step 2Line a small baking sheet with parchment. Remove the chilled chocolate from the refrigerator and scoop the chocolate mixture into teaspoon-sized balls. Place the chocolate balls on the baking sheet and freeze until frozen, about 1 hour.
Step 3Heat the oven to 350 degrees. In a stand mixer fitted with the paddle attachment, beat butter and powdered sugar until light and creamy, then mix in the vanilla.
Step 4In a bowl, sift together the flour, salt, 1 teaspoon cinnamon and nutmeg. With the mixer running, slowly add the flour mixture to the butter to form a smooth dough.
Step 5In a shallow bowl, whisk together the remaining cinnamon with the granulated sugar.
Step 6Assemble the cookies: Divide the dough into 16 portions (or 1 portion for each chocolate ball), about 1 ½ tablespoons of dough each. Remove the frozen chocolate balls, and wrap 1 portion of dough around each, forming a ball. Place the formed dough balls onto parchment-lined baking sheets, spacing them about 2 to 3 inches apart.
Step 7Bake the cookies until they are dry to the touch and the bottom of each cookie is lightly golden, 8 to 10 minutes. Cool the cookies on the baking sheet until they are set, then gently remove each cookie and dip into the cinnamon sugar to coat.