Preheat oven to 350 degrees. In a small bowl, dissolve espresso powder in the water. Set aside. In a medium bowl, whisk together flour, cocoa powder, nutmeg, and salt until well blended.

In a large bowl, beat together the butter, sugar, egg, and vanilla on medium speed until light and fluffy, about 3 minutes. Beat in the dissolved espresso. Stir the flour mixture into the butter mixture until well blended.

Spoon dough into a cookie press and press cookies out onto ungreased baking sheets. Bake for about 12 minutes, or until dry. Transfer to wire racks to cool completely.