How do I mimic trader Joe's (dark) Chocolate covered Espresso Beans?
Some observations that may help:


There is no such thing as an espresso bean.  There is only coffee, which is available in many different varieties and roasts.  You will want to experiment to find one that you like as the center of your candy, based on its flavor.  

For candy, you definitely will want an Arabica, I think, not a Robusta variety.  Additionally, you want a single variety of coffee, not a blend, so that you have essentially the same flavor for each piece.   If you don't already know a quality roaster, there are many on the Internet who will ship.
All properly roasted coffee should be pretty brittle and frangible, and crush when bitten.  
You can double-dip or even triple-dip your beans to get the thickness of coating that you like.  I cannot say why the chocolate may not be "clinging" without more information--but make sure you are using (and probably tempering, which is a entire discusion on its own) real, quality chocolate or coverture.