Hi Scott,
By any chance are you loading the chess pieces using LoadObject?
Because this is loading resources which are unknown at cook time, you need to specify the directories manually to cook.
To do this goto File → Package Project → Project Settings → Packaging → (expand the packaging section) → Additional Asset Directories to Cook,
Then add the directory where the chess piece content is to this list.
You may need to restart the editor for the settings to take affect. Then the project should be setup correctly, and launch on should work as expected.