The Walmart Stores and Dillon Stores here sell chocolate covered coffee beans.
I buy my Chocolate Covered Coffee beans at Dillon's stores which is where I do a lot of my grocery shopping as I prefer to shop at Dillon's instead of Walmart.
A 1 lb bag of chocolate covered coffee beans is around $18.00 so they are not cheap but they are also good.
You could also buy some regular coffee beans and then dip them into melted chocolate and allow the chocolate to harden on the coffee beans.
This way you get chocolate covered coffee beans cheaper.
I used to make my own chocolate covered coffee beans before I found a store that sold them.
There's also some online stores that sell chocolate covered coffee beans as well.
Search Google for Chocolate Covered Coffee beans and you should find some online stores that sell them.