Mix the cream cheese, butter and vanilla together until well blended. Mix in the confectioner's sugar. Place mixture in refrigerator for at least 2 hours.
Roll the mixture, a small amount at a time into small egg shapes and place in refrigerator again for at least an hour.
Melt the chocolate in a microwave oven or in a double boiler. Using a large wooden pick, dip each cream egg in melted chocolate to coat, then lay on a wax paper lined tray and allow the chocolate to harden. Place the eggs in paper candy cups.