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Take your hex nuts and screw them onto your bolts so the nuts are even with the end of the bolts. Then, use some glue to attach a washer to each bolt head to give each pawn a base. Chess pawns are usually the smallest pieces on the board, with a wide base, a slim middle, and a round head. Thread your castle nuts onto your 1½" machine bolts so that the bolts extend a ¼" beyond the nuts. Then, one at a time, use your glue to attach the bolt heads to your washers to create the rooks' base.  You may have to hold the bolt head and washer together for a few minutes while the glue sets, otherwise the parts may come loose. Rooks are sturdy pieces in a normal chess set, with a wide base and a shape that resembles a tower or castle turret. Take your hex nuts and thread them onto your 1½" machine bolts so the nuts are at the halfway point of the threading. Now you can screw your wing nuts onto the bolts until each nut is even with the end of the bolt. Then:  Dab a little glue to the threading just below the wing nut, and then screw your hex nut back toward the end of the bolt until it is even with the wing nut. Then, glue your washers to the head of the bolt to make the base. Knights traditionally look like a horse's head and neck with a wide base. Thread your hex nuts onto the 2" machine bolts so the nuts are ¾ of the way to the head of the bolt. Slip your washer onto the bolt so it rests against the bolt and twist your cap nut onto the bolt's end. Dab glue along the bottom of the cap nuts and then slide the washers up the bolt to glue it against the cap nuts. Then:  Apply glue to the threading below the washers and screw your hex nuts so they're even against the washer. Complete the piece by gluing washers to the bolt head for the base. When gluing, you may need to allow some time for the glue to set. Typical chess sets have bishops with a wide base, a slim center, and oblong head with a slash through it. Your bishop will end up looking similar to your pawn, but a little bigger and with a few more parts. Twist one hex nut onto each of your 2½" bolts until the nuts are as close to the bolt head as you can manage. Apply glue to the top of the nuts and slip a washer onto each bolt to glue the washer to the nut. Screw a second hex nut ¼" above the first on each bolt and glue a second washer to this nut. Then:  Attach a cap nut to each bolt end, glue the threading below the cap nuts, and twist the closest hex nut/washer so it's flat against the cap nut. Apply glue to the threading below the glued hex nut/washer, then screw the free hex nut/washer so it's flat against the first. Finally, glue the fender washer to the bolt head to complete the base. In store bought chess sets, the queen is one of the tallest pieces. She has a wide base, a long, slim center, and a crown on top. Thread a hex nuts onto your 2½" bolts until they are as close to the head as possible. Put glue onto the nuts and slide washers onto the bolt to glue the washers to the nuts. Then:  Use some more glue to attach one washer to each castle nut, but be careful to keep the threading unobstructed so you can attach the nut. Screw on one castle nut/washer onto each bolt so the end of the bolt is even with the nut. Then glue a fender washer to each bolt head to finish the base. The king is usually similar to the queen in height, but with a thicker middle and a larger crown.
Put together your pawns. Construct your rooks. Assemble your knights. Make your bishops. Erect your queens. Build your kings.