Well, first of all, they are known for shapeshifting and I don't that this question came up earlier (or ever, that's why I thought that your first post was tongue in cheek). Men can transform into women and vice versa - if they were all limited by their physique, there would be at least couple of dozens priests (or how would you call Jaqen) in that building, different shapes, gender and sizes, while they have one "priest" and one apprentice. And it would be really grotesque, a fully-grown men with a child face, for example, casually walking to the father of said child, holding a knife in his hand - and everyone just ignoring the absurdity of the situation
Direwolf is not a man, so your question is very strange. Their believes are based on humans
edit: Just watch the moment when Arya first came to their temple. Jaqen opens the door, looking like an old black man and his skin is also, surprise!, black - hence his body changes too