Etsy seller OldWorldCC made a complete chess set which uses .223 caliber cartridges as playing pieces:
The pieces are made using .223 caliber bullet shell casings, decorated with cuts, slashes, curls and bends. The light side pieces are set on red oak mounts, using steel cased shells and the dark side pieces are mounted on black walnut, using brass cased shells.
Link via Born Rich
For those of you who don't know, a player's right side rook should always be on the white square (a.k.a. "White goes on the right") when setting up the board.
And to answer the question that is almost assuredly in the mind of anyone reading this posting, let me answer by saying, "NO, I don't have anything better to do!"