Preheat the oven to 180ºC. Line and grease two 20cm cake tins. Melt the butter and vanilla in a small saucepan. Set aside. Using an electric mixer on its highest setting, beat together the eggs and sugar for 8 minutes. Sift the cocoa powder and flour twice, then sift again over the egg mixture. Fold into the melted butter until just combined. Divide between the two tins and bake for 25 minutes. Cool in the tins.
To make the icing, pulse the ingredients in a food processor until combined. Otherwise beat the cream cheese, butter and almond essence until just combined, then add the icing sugar, one third at a time, until smooth. Refrigerate.
To assemble, place one cake on a serving plate or stand, and smother it with icing. Top with half the Romany Creams and half the coconut. Repeat with the top layer and ice the sides of the cake. Top with the remaining Romany Creams and coconut.