For the chess piece I will be drawing the sketch on the YZ plane.
I create a box as the border for the chess piece.
I inserted a knight image to trace over.
For the base I drew a vertical line at the center of the image and drew half of the base.
Hiding the canvas you can see the final sketch.
Starting with the base, I used Revolve. Select the base sketch and then select the point of rotation.
I then use shell to hollow the base to minimise material usage, setting the thickness to 4mm.
Then I extrude the knight by 4mm, and the back part by 3mm, extruding symmetrically.
And the final piece:
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