first off don't put the coffee in with the steeping grains, it will boil for an hour and get extra bitter. Add it to your primary at the same time you ptich your yeast.
The best way to do vanilla beans is to get them fresh cut them open and soak them in vodka for a week or two to extract the flavor from the beans into the vodka, then add the vodka to the primary or the secondary depending. You can also soak coffee grounds in vodka to extract coffee flavor and then add that vodka to the primary or secondary.
If you want to get really crazy, this is what I would do, get two jars fill them with vodka and add coffee grounds and vanilla beans. Brew your beer, add one pot of extra strong coffee to the primary, wait a few days for fermentation to start and then put in one of the jars with the vodka soaked coffee ground / vanilla bean solutions. Transfer to secondary after a week and add the second jar when you are in secondary, that should put you well on your way to vanilla coffee heaven.
Edit, don't forget you can also add more of this vodka coffee vanilla solution when you bottle as well....