I think I remember seeing that too, Gabby. Was it more like a jig for little pieces, or a homemade clamp? The small 4" clamps at Harbor Freight are $3.99, so I went that route, but I'm tempted to make a jig for the larger pieces (kings and queens). Might as well, since it looks like I'm going to be doing more than one set.
Bill
It looks very similar to the wooden clamps you are using, the ones Steve showed were nearly a foot long and the all thread bolts were too. When finished it looks very similar to the manufactured clamps. The major difference is you don't have the wooden handles to tighten the clamp. That's what the wing nuts do. The nice part is you could make them to suit yourself and the project you're cutting, such as your chess pieces.
Since the bars are parallel to each other and will lay flat on the table there will be no wobble or teetering, and no big handles sticking out in the way when you spin the wood around to change direction.
Gabby
PS: dgman. If you already have the clamps you need or buckets of money to buy them, you won't be interested in this. But if you are like a lot of us working on a fixed budget, or want something to do a specific job, this could be the solution to the problem. I can visualize making them small enough to hold something like a wallnut or large enough to hold a picture frame, you are only limited by the size of the allthread and the wooden jaws. Clear as mud I'll bet!