Ahh, I came across the very same problem when I did my board. Basically what I did is I looked at my reference knight from the side, and cut up a plane until it was in the shape of the profile of the knight. First you make crude approximations, then add vertices and make it look better. Then I pulled out the vertices to various depths, duplicated the plane, and mirrored it to make the other side of the knight, then welded them together. After that I tweaked it a bit, to make the mane and such. If you want to see my knight model, I have my chessboard blender file here
It’s not especially accurate, but it’s hard to tell when your model is transparent anyway.
Hope this helps,