@int I Think I may have found the Physic-sy answer you were looking for here:
http://www.quora.com/Chocolate/Why-is-the-inside-of-a-Lindt-Lindor-truffle-cold
To keep your fingers fully involved in the unwrapping of said chocolates, lol - I thought I'd add James McIninch's answer in full:
Endothermic decrystallization of fats in the ganache. Cocoa butter forms 6 different crystal isoforms which can be selected for by carefully controlling the temperature of the chocolate during processing. By selecting for a target fat content and isoform, you can favor those crystals that have a low melting point but high heat of crystallization. The effect is that when you add sufficient heat to break down the crystals, they absorb more heat than would normally happen in simple heat transfer and you perceive it as being cold (it's only slightly below body temperature, in fact).