As long as the chess piece is made of moon shards, it will neither shake nor spawn its respective shadow pieces (upon hammering). Besides, when hammering another chess piece (marble or cut stone), it will not autonomously break, however all other pieces (made of marble or cut stone) will autonomously break.
The followings are my experiments.
The 4 pieces. 2 moon shard knights, 1 marble rook and 1 cut stone bishop. The date is Day 1 (a new moon), and it is night time. The marble rook and the cut stone bishop is shaking, but the 2 moon shard knights is stationary.
Hammer 1 knight, nothing happens.
Hammer the rook piece. Shadow rook spawns. The bishop piece also breaks and spawns shadow bishop. (Both are indicated in the red box). However, the knight piece doesn't even break, and there is no respective shadow knight.
Just as description. Making chess pieces with moon shards, then hammering them at new moon nights or hammering chess pieces made of marble/cut stone nearby. The respective shadow pieces won't spawn.