Fill two cocktail glasses with ice water; set aside. Fill a cocktail shaker with ice, add vanilla vodka, creme de cacao, and Frangelico hazelnut liqueur. Shake vigorously. Empty glasses of ice water, and dip edges into a flat dish filled with sweetened cocoa powder. Strain the contents of the cocktail shaker into the 2 cocktail glasses, and add a twist of lemon to each before serving.