That is freakin SWEET!
People are knocking using the shells as rooks but they're perfect. A brass cartridge for every piece would be boring. In a practical sense, the king and queen could get confused. I would use a .50 BMG for the king. Also, calling a .45 a pawn will piss off the 1911 guys. Since the pawn is a very limited piece, but necessary, and frequently gets in the way, but can save your ass in the end (big time if you redeem a pawn for a queen), I suggest the .32.
In order to keep the bishop and knight from being mixed up, since the bishop in chess is a pointed piece anyway, the bishop should be the 7.62x39. Also, since the .30 30 was frequently carried on horseback, it should be the horse/knight.