We fabricate self-aligned vertically stacked GaAs quantum dot molecules (QDMs) by filling of self-assembled nanoholes in AlGaAs. The tunable nanoholes are created using local droplet etching (LDE) combining conventional molecular beam epitaxy with self-assembled, lithography-free patterning. The optical emission from single, strain-free QDMs shows clear excitonic features with linewidths below 150 µeV after optimizations of the fabrication process. This allows investigations of the coupling among the individual dots forming a QDM. In electric fields oriented along the axis of the QDM, luminescence emission from direct and indirect transitions can be clearly distinguished. Furthermore, an anti-crossing behaviour demonstrates inter-dot coupling in the QDM.