Hehe,we did something similar to that years ago at deer camp. If I remember correctly we used .22lr for pawns. The rooks were shotshells, knights were 44mag, king was a 300WM queen was 7mmMag.
I think at the time we had to put them on checkers so we could tell them apart, becasue we didn't have brass and nickle casings.
We've also played poker for ammunition.
"I'll see you're .308 and raise you 3 9mms"