I liked the concept of Heikki_Hietala but I wanted to hide the plugs.
In the same idea as I needed to resize them, I made it customizable.

Provided STLs are 30mm sides.

See also Chess Set Box (not a customizer!)

and

Chess Set Credit : Alien Chess Set from ethanjurman

Edit 02/2017
I added a tolerance value for the "pegs" in the customizer and a test part (I should have do it much earlier...sorry)

For a complete chess board game you will need to print :

-2 times "Corner Color 01"
-2 times "Corner Color 02"
-12 times "Edge Color 01"
-12 times "Edge Color 02"
-18 times "Center Color 01"
-18 times "Center Color 02"