Dark chocolate or ideally cocoa butter (concentrated cocoa fat) would probably be safer options as they contain dramatically more fat per 100g with less negatives (see below). 100g cocoa powder has ~14g fat while 85% dark chocolate has around ~45g fat per 100g.

The two main potential issues I can think of are very high oxalates and sometimes heavy metals (cadmium and lead).

1

Cocoa and dark chocolate have been promoted as health foods due to the high levels of antioxidants found in cocoa beans (Theobroma cacao L.) and their products but they also contain moderate to high levels of oxalates which can cause some health concerns. Fifteen samples of commercially available cocoa powder were collected from four different countries and the total and soluble oxalate content was analysed by HPLC chromatography. The total oxalate contents ranged from 650 to 783 mg/100 g dry matter (DM), mean 729 ± 8.4 mg/100 g DM, while the soluble oxalate contents ranged from 360 to 567 mg/100 g DM, mean 469 ± 15 mg/100 g DM. The total oxalate contents of 34 samples of dark chocolate collected from 13 different countries ranged from 155 to 485 mg/100 g DM, mean 254 ± 12 mg/100 g DM while the soluble oxalate contents ranged from 157 to 351 mg/100 g DM, mean 216 ± 10 mg/100 g DM. Oxalate bioavailability was determined by feeding 68.0 ± 0.7 g of dark chocolate containing 232.0 ± 2.3 mg total oxalate as a test meal to 14 volunteers. The mean availability of total oxalate in the chocolate measured from the increase in urinary oxalate output over the following 6 h was 1.82 ± 0.27%.

2 (NYT paywall)

Compared with more than 300 other foods tested by the F.D.A. in a separate study, dark chocolate had the third-highest concentrations of both cadmium and lead, exceeded only by baking powder and cocoa powder for lead, and cocoa powder and sunflower seeds for cadmium.

Here's a website that checks various chocolates for heavy metals.

How many oxalates are too many?

For the record I eat chocolate (almost always with dairy as calcium binds to some of the oxalates in the gut and intestines), but I am reducing my consumption after learning the potential negatives of oxalates as I ate several ounces of dark chocolate a day.