Ive used wire in the past, albeit not for something as small as a chess peice (I have though turned some quite large chess sets!) but the wire I used was copper, I cut a thin groove and glued the wire in with epoxy, having fitted and sized it before hand, I did this prior to sanding as I used that as the means to get it flush. here is a pic of the finished article.
This was in 2013.
This was in 2013.
