Yes, you can do it if you want - it's your Goblin! You will however have to fabricate your steering, brake, pedal mounting points. Perhaps DF could do a delete on the jig welding up those so you would have a clean slate chassis. Or, chassis as jigged, so if you sold it it would be convertible to Left hand again. Some cars were built to be either side and still are. Might have to relocate a few other items (battery location?).
Bending brake lines isn't difficult. Aftermarket pedal assemblies are available. In fact, a left hand drive Lotus, MG, or other will have the pedals oriented the same way as the Cobalt -- A right hand drive lotus Seven is still clutch left, brake middle and throttle right. Left hand shifting shouldn't be a problem.
You have to pull out into on coming traffic more to pass someone. So that might be a little scary to learn for a while.
All the electrical wiring, and power train doesn't care where it it is.
If you want a Goblin to be unique -- go for it!! Document the build for others to see!