Q. Can one light a menorah made of sculptured ice, (the oil cups are glass)?
A. In principle a menorah is not essential in complying with the mitzva of Chanuka, as long as lights are lit in a proper utensil and it is able to stay lit for at least a half an hour.
Therefore, a sculptured ice menorah, that would likely survive several hours and hold in place the glass cups containing the oil or candles could be used. See question 2447, regarding a suka igloo, and 1015 on making or melting ice cubes during Shabbos.
Horav Shlomo Miller’s Shlit’a opinion is similar
Rabbi A. Bartfeld as revised by Horav Shlomo Miller Shlit’a