The UK Health & Safety Executive have a leaflet about working with lead https://www.hse.gov.uk/pubns/indg305.pdf
The main risk comes from eating, drinking or touching your mouth (e.g. smoking or biting nails) after handling lead without washing your hands - assuming you don't chew on taken pieces while planning your next move anyway.
Personally I would keep them as a display item - they are also likely to be damaged relatively easily if they really are lead.
Hello,
I have just bought what seems to be an old lead metal chess set. The pieces are really quite heavy, even surprisingly so. Firstly, I wondering if anyone has any clue with knowing where they came from. And secondly, does anyone know about handling lead chess pieces and how to make it safer?
Thanks!