1. In a heavy saucepan, combine first 5 ingredients.
2. Cook over low heat to 240°F or until the mixture falls away from the sides of the pan.
3. Stir constantly with a wooden spoon during cooking.
4. Remove from the heat, cool slightly and stir in the vanilla.
5. Pour onto a lightly buttered, clean pan and cool completely.
6. Form into small balls (about 1 inch), then roll in "jimmies" or cocoa powder. Place in a paper or foil bon bon cup.
7. Keep refrigerator until ready to serve.