Fractional Captain reported they removed the aircraft chocks before the parking brake was set resulting in the aircraft rolling into the taxiway before it was brought to a stop.

Narrative

Upon arrival to the aircraft crew began preflight procedures. Pilot monitoring (PM) began cold weather warmup of the cockpit while I began the preflight. I completed my walk around; brought the pins to the cockpit; and then walked back out to open the fuel port door. I did not note that the brake was still off as I exited the cockpit. I completed my walk around by pulling the chocks (mains) and walked back up the stairs to the cockpit. The PM and I talked for a minute while I was standing in the cockpit entrance and he was seated in the right seat when he noticed that the aircraft was rolling and hit the brakes. He applied brakes and set the parking brake. We called Ground immediately to advise that we were about twenty feet into the taxiway and then we coordinated with Maintenance to have the aircraft pushed back to parking. We then took fuel and departed without further incident. Cause: Assumption on my part that the parking brake was set without visual confirmation.Suggestions: I won't remove chocks on a sloped parking spot until ready to taxi. Visually confirm that the parking brake is set prior to removing chocks.