When you spawn actors you get to decide where they spawn, and whether to take collision into account, with a bit of math, you should be able to perfectly align Z axis:
For something like this, I would keep the board fields as separate actors - it will make it easier to navigate the board later on. And every figure should be a separate actor, too.
What you should aim at doing is to create a base actor and then create child blueprints for every figure. This way you can easily add both common and unique functionality to every piece.