I wanted a weighted chess set in a classical style. My idea was basically to hollow out an existing chess model and add sand to weigh it down.
You simply add sand (or anything heavy) and glue the plug.
I think you can go pretty low on the infill (as there really isn't any), but I tested it at 15%.
There's been some issue with the knight and the z-seam. As a fix you can try to increase print quality for just the knight (0.12mm layer height).
Disclaimer:
I remixed this from this chess set (https://www.thingiverse.com/thing:967630) on Thingiverse.
The author hasn't provided the model origin yet.