First, any bees entering the house thru the fireplace opening would indicate a fire hazard to me – and probably more serious than the bees in the wall. My guess is that they might be finding a path from the wall cavity to the inside via a crack or opening adjacent to the flue, behind the mantle, etc. Plug it if you can.
I use Styrofoam boxes that can be cut easily to match almost any surface. A little bit of insulation material works wonders for sealing any gaps that my poor whittling skills have created. Duct tape works well to any smooth brick or siding surface. With the Styrofoam box in place as an adapter you can add your cone.
My Styrofoam boxes come from the grocer trash.