"Whole beans" refers to coffee beans that have not been processed or ground up. They are in their natural form, which is typically oval-shaped and covered in a protective outer shell. Full definition
You want a few whole beans left but the majority should be smooth. (occasionallyeggs.com)
Make the coffee pastry cream: place espresso powder (or you could use whole beans, if you don't like the grains) and milk over medium heat. (lapechefraiche.com)