I couldn't find a chess set, only a crocheted checkerboard set. The link below is for the board. On that page there is a link for the pieces - just round shapes.

-cont'd next post-

Dances.

Here is a link that might be useful: Checker board

I can't find anything for chess pieces. But if you are good with a needle and embroidery floss, maybe you can emboss the round pieces with the symbols. The following link has a pretty good diagram of the symbols, down the page a bit (you could fancy them up).

Hope it was a help!

Here is a link that might be useful: Symbols