Oh OK...whatever works for ya...I forgot to mention though you might wanna try one of my chess set repair kits and a lucky charm key chain creator then... :)
Stains-Good Business or Bad
All kidding aside my friend I'm sure HOS would gladly replace it for ya. IMHO it's probably gonna just do it again in the future though, so really, try the black magic marker thing. Do once, let stand over night, do again, let stand overnight, next evening put a recommended wax on the area, wipe off after 5 mins very gently... it works and it will match if ya use the above wax pictured and probably will outlast your other areas as well.
I get the sharpie joke, but ebony stain is $7.99. I was just at the store today looking at it for this reason.
This is pretty interesting too. Unfinished Chess men.

http://www.thechesspiece.com/proddetail.asp?prod=Unfinished-Tournament-Staunton-Chessmen
Lots of different stains out there, could be a fun project.
Ya know Jack great minds think alike ... I've seen those and was thinking the same thing. An advantage also would be that ya could do your own polishing first as well and remove any little tidbit ya don't like. Then finish them off to your own taste and colors etc. Also another advantage on touch up later cause you'll have the same stuff and touch ups would be a breeze. Absolutely agree, a fun project too :)
Edit add... Let those puppies when polished off sit in the stains for a couple evenings then hit it with auto clear coat...
I was looking at those unfinished sets as well. Thought it might be a fun project once Winter hits. :)
http://www.minwax.com/wood-products/maintenance-repair/minwax-wood-finish-stain-marker
It is availalbe in Ebony stain.
...or a sharpie works too.
Obviously many of you have saw the post about the wearing off of finish on a black stained ebonized piece. I took this pic right now of a "bone" extra piece I've had for a number of years which is now classified as a paperweight :) The point is that when any white chess piece material is stained or painted in black or red or any color for that matter (even the most expensive Jaques Ivory) , it is eventually gonna be subject to wear and tear over time and the edges will be the first to go. Did I go out several years later and buy a new set of bones I've posted here before, you bet I did, cause little marks here and there over time really won't effect the playability of the set , cause for the most part the black or dark piece will still stand clearly as the black and or a dark piece overall. It's just a sign of play and more common than not... So don't worry about it to much, play em, or get a replacement for it if you must or put them in the safety deposit box at your bank, but, if all else fails, ya got yourself a nice paperweight, lucky charm, or drill a hole in it and hang it on your keychain. Oh...If y'all think I'm kidding around about that lucky charm key chain thing, I did a second pic for ya too :)