Coffee grounds are not going to solve the problem of cellulite, though they may reduce the appearance. This is the same principle as the theophylline creams that were on the market years ago. Coffee contains theophylline as well as the other xanthine caffeine. Caffeine and other xanthines when ingested do promote thermogenesis (burning of body fat) by blocking the enzyme cyclic adenosine monophosphate phosphodiesterase (cAMPPDE). This is because cAMPPDE breaks down the enzymatic regulator cyclic adenosine monophosphate (cAMP), which among other activities stimulates out brown fat (brown adipose tissue, BAT)to burn our white fat that we want to get rid of. This is the principle of the old stimulant diet formulas that contained pharmaceutical ephedrine and caffeine. The ephedrine raised cAMP levels, and the caffeine was added to block cAMPPDE to prolong the fat burning effects of the ephedrine induced cAMP increase.
Theophylline creams pretty much disappeared from the market though since it was never really shown to absorb through the skin to even block cAMP breakdown. Assuming though for a second that it is possible for theophylline to absorb through the skin it still would have a minimal effect on cellulite because cellulite is not caused from fat. It is actually a connective tissue breakdown. Ever wonder why women are so much more prone to cellulite than men even though both produce fat? The reason is the underlying connective tissue in men and women is structured differently. In men this connective tissue layer is crossed like a net giving it a lot of strength and support. In women this layer is more striated making it more prone to tears. When this layer tears the underlying fat pushes up through the tears creating the dimpled effect. Reducing the amount of underlying fat will put less stress on the connective tissue, but it does not repair or strengthen the connective tissue. This is done with supplements such as silica, vitamin C and sulfur that are major components of connective tissues.