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As far as I'm aware there isn't a standard message type for an Array of PoseWithCovariance or RVIZ plugin to display them.
If you need to build this yourself it would be simpler to make a node which generates a TriangleList Marker message from the set of covariances than it would be to build a new RVIZ plugin. This would not be as clean and tidy, but it will get something working faster. If this is something that you'll be using for a long time and want to share back to the ROS community then it would be worth making a custom message type and RVIS plugin.
Hope this helps.