You may be a wiene!
co-worker ardent in selling me chess pieces

Why is this even a problem? Decide what you'd prefer:
a) You don't say no, and so you spend money
b) You say no, and save your money
Which of those options most appeals to you? If the desire not to say no is greater than saving money, go ahead and buy them. If you'd rather not buy them, say no. This isn't difficult, just make a decision and stick with it.
Say "No thanks. I'm not interested."
Not how it goes.