Yes, cob will not stick to metal, or even smooth stone or wood. Heavily textured substrates can work.
Chicken wire may be enough structure to keep the cob intact as long as it is securely fastened to a solid base. The thickness of the cob makes a difference. A couple of inches would not fare very well, while 6" or more of cob with straw reinforcement should be fine as long as it is anchored to the backing at intervals. Chicken wire or welded wire mesh (fencing) would distribute the anchoring stress through a large area of cob and hold well. I would "balloon" the mesh out to around half of the cob thickness from the anchor points so that the wire is pretensioned in effect.
The whole idea of a metal wall covered with a cob exterior would depend on a very dry climate and good weather protection. Is there any wetter season where the cob could potentially get moist? If it can hold damp against the metal, that is a recipe for eventual corrosion.
Canopies for shade that would also keep any rain from hitting the cob would be a very good insurance policy.