I've been sitting on the plans for Chessbot Prime for a while now, just haven't taken the time to print it out to make sure it works. Now I have.
Wireframe Chess Set by ethanjurman. I modified the knight since that once clearly isn't going to like printing without supports. I knew the rest of it was going to be no walk in the part either, particularly because I was going to scale it down slightly, but I looked it over and it seemed like everything was about 2mm, so it may be a challenge but it should be okay.
I might try modifying the files and trying again one day, but I think more likely I'll just make my own. I discovered the wireframe tool in blender so maybe I'll just do that, but hopefully ethanjurman steps up and gives us a version that works.