You have to temper the chocolate, htc. Do a search here and you'll find several posts on the subject in basically two different styles, one that I use and prefer called Tabliering (the old fashioned way over simmering water), and another marmalady provided us utilizing a microwave that she swears by and Chocolate God Jacques Torres has used, too.
Regardless of the method, tempering rearranges those cocoa butter fat molecules into their most crystaline form and provides the gloss and hardness you need for molding chocolate, or dipping (or even spraying).
Once your chocolate is tempered (test it by dipping a dinner knife into the chocolate -- if the chocolate is properly tempered, it will harden to a high gloss in five minutes), you can dip your balloons and let them harden for about 5 minutes inverted. I would re-dip the balloons 3 or 4 times to achieve a firm shell, as well as to help prevent the chocolate from breaking when the balloon is punctured.
What a great idea to use balloons! There are a myriad of sizes available and I can well imagine the neat shape this would achieve. Just be certain to wash the balloons well first and completely dry them before using. (And just the smallest drop of water will absolutely ruin your chocolate!)
Good luck and DO let us know how this works out!!!
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