So this is my set :D.
!! Let me know if I should use a trasparent background or keep this one !!
Pawn: it is a small bomb because it has a small range
Rook: a rocket, because it can go in one direction
Knight: a molotov, because when it explodes releases small flames that stop in distant places
Bishop: a tnt, because the explosiom looks like a cross... lol?
King: a holy grenade because it looks so powerful and strong but in reality he is just a useless piece of shit.
Queen: a nuclear bomb, because it has a huge range and the blast goes almost everywhere.