Line an 8-inch square baking dish with aluminum foil and grease the foil with about 1 teaspoon butter.

Melt 1 cup butter in a saucepan over medium-low heat. Stir brown sugar, sweetened condensed milk, corn syrup, and coffee granules into the melted butter. Clip candy thermometer to the side of the saucepan. Cook and stir brown sugar-butter mixture over medium heat until caramel reaches 248 degrees F (120 degrees C), about 20 minutes. Remove saucepan from heat.

Stir walnuts, vanilla extract, and orange zest into caramel; pour into prepared baking dish. Let caramel cool to room temperature.

Remove caramel from dish and peel aluminum foil from caramel; discard foil. Slice caramels into squares.