From Johann Baptis Krebs (aka J.B. Kerning)'s Betrachtungen über evangelische Wahrheiten [Meditations over Gospel Truths] (my translation):
Christ said, the kingdom of heaven is not outside, but within the heart1; but since the angels must also be in the kingdom of heaven, you cannot seek them anywhere else, but also in the heart. Just like the devil sticks in our flesh and blood, so are the angels in our soul, and struggle with the former for dominance. There are thus the good talents and drives in us which we must consider to be angels. Indeed Christ speaks also of many legions of angels which the father would send him if he desired. But here, even according to the doctrine of Christ, no incarnate angel can be meant, but rather spiritual powers which awake and stir through the word of the spirit would stand at his command. And the angels served him, the Gospels say, after he had vanquished Satan in three temptations. What sort of angel might those have been? Perhaps like servants with rich and noble lords who carry to him food after such tests, or would otherwise have been of assistance in something? To assume this argues entirely against Christianity, for since God is spirit, the angels can be nothing other than parts of God, thus also spirit, that is, spiritual potencies. There are indeed images and phenomena which the self-conscious are tempted to assume to be incarnate beings outside themselves, to be bodily objects, but which are with all the appearance of corporeality only visions, like those appearing to us in dreams. Such visions can with a calm life of the soul sometimes contain hints for us and our relatives, by nature they have no worth and no consequence; it is always the Holy Spirit and the word of God to which Christ directs his adherents, because only these two are contained in the being of the creator. For this reason we want to dispense with all miraculous activity, seek the word of Christ in the voice of the Holy Spirit, and thus approach the father in spirit and in truth.
1 Cf. Luke 17:21.
Contemplating the above, and Krebs' take on 'the house of my father has many rooms' and emphasis on God being within you, the thought came to me that Valhalla is within us. When we continue the fight to be our best we are working towards connecting with that Valhalla. If we give up the fight then we deny ourselves entry to the Valhalla within ourselves. The beauty of the Valhalla within us is that it is that place where we live for the fight to become our better selves. In this context you might be able to make a case for the Valkyrie being our astral bodies, perhaps.