what kind of chocolate did you want to use?

Milk chocolate has a melting point of 37ºc - and will stand on its own - as long as its thick enough (like think a block of chocolate thick) and you can hold the walls together with melted chocolate
as long as you dont over heat it milk should be fine :-) and allow it to "set" at room temp (as long as its not too hot) to stop the chocolate "swetting"