Melt the chocolate in a glass bowl set over a saucepan of simmering water (don't let the bottom touch the water). Or melt in the microwave, 30 seconds at a time, until melted Take the physalis and pull back the paper leaves, twisting them behind the fruit. Dip the tip of one end of the fruit into the melted chocolate. Leave to dry on a silicone mat or baking parchment.
Add the egg yolks, one by one, into the remaining melted chocolate and mix. Add the Cointreau. Beat the egg whites in a separate bowl until you have soft peaks. Fold carefully into the melted chocolate mixture.
Pour into ramekins and leave to set in the fridge. Serve with the choc dipped physalis.