I don't think you can make baklava without nuts. Without nuts it's missing the textural component that makes it what it is. Even chestnut baklava is made with nuts in addition.
However, you could try making a pumpkin seed and sunflower seed baklava, or whatever other seeds you like (sesame seeds are used in some Greek baklava). Poppy seeds in there would also be nice for more of a Middle Eastern baklava. Note that you'd still want to use pumpkin or sunflower seeds as the main ones for the crunchy component. Sesame or poppy would be more as flavor additions.
I like baklava best with lots of nuts because it's a really sweet dessert, and for me unbearably so if the nuts are on the skimpy side. I'm not a huge chocolate fan, so I don't like adding it in to desserts that don't usually include it, but if you like it, go for it.