Pour chocolate into 8 cavities of a chocolate-pinecone mold (available at www.onestopcandle.com), filling just to the top. Refrigerate until completely set, about 45 minutes. Remove from mold by turning out (chocolates should fall out easily). Spread about 1/8 teaspoon of remaining milk chocolate onto 1 pinecone half, and sandwich with another half. Repeat with remaining pinecone halves. Refrigerate until set, about 15 minutes.
Pinecones can be refrigerated for up to 1 day.