Are there any halachic limitations on materials that can be used (l'chatchila) to make a Menorah?
For example, can one fulfil the mitzva on a Menorah of ice? How about one of cans, potatoes, or bottles?
See note 132. Per Rabbeinu Yitzchok the son of the Raavad and the Chesed L'Avraham there are 15 types of Chanuka Menorahs and the order of preference is as follows.
However if you look in note 131 - even if all you have is oil and a wick you are Yotzei the Mitzva.
From here it sounds like a menorah made of eggshells or hollowed-out vegetables is not permitted. The full quote: