Thanks @jepho ! Coming from the next level sophistication I see in your setup and thinking, that is quite the flattering comment! Labor of love indeed, mixed in with a surprise commission from a friend and a dose of “what, there aren’t many examples of CNC’d chess pieces??” (and any time I see an idea I have hasn’t been done, I can get a bit obsessive finding out if I can do it)!
@AndyP definitely have a run at it. I’m going to shift to the method in this post (edit: forgot to link the first time) for what it’s worth. Pins worked okay for me, though I know many have done them well. Just for pulling off and putting back on I didn’t like the razor fine line between loose enough to use repeatably and so tight I could barely get the part off (and sometimes I had to bandsaw the stock carcass to get the freaking pin out of the wood!)
@DCFYI well, that’s quite the offer as well. If I ever get into consulting, I’ll keep you posted. For now, all services are free 
Might be a few weeks before I take a stab at my round of four more sets, but I’ll absolutely be getting to them and can do more detailed documentation.