Coat the inside of the cones with melted chocolate. When it hardens, they will be moisture resistant.
Unfortunately the cone softness, due to moisture, is a problem. It is recommended, in the link I have attached, that they be eaten the same day as baked. Check out the step by step guide...they look like fun to make!
Mahalo has a nice page on them also and recommends pre-baking the cupcake and pairing it down to fit into the cone. When the cupcake has cooled and is inserted into the cone, it may help to keep the cone from softening so quickly.
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