My Grandma used to make these. The making is not as complicated as it looks.
You need some mathematical understanding, a big knife to flatten the sides and nylon thread as the secret weapon.
This is how it works:

Step 1: What You Need:

You need shortcrust pastry in light and dark. To get dark dough just add cocoapowder. However, this instructable isn't about how to make shortcrust pastry, it is only about how to construct the chessboard cookies.

You can find a recipe for shortcrust pasty here:
https://www.instructables.com/id/Shortcrust-Pastry-Recipe/

Step 2: The Party Starts

Firstly try to measure the two pieces of dough evenly. I used 250 grams of dough each. Shortcrust pastry needs to be really cold when you work it, so you should keep the dough in the fridge as long as possible. Spread enough flour on your worktable, the dough is really sticky. Form one brick out of each dough. Use a big knife to flatten the sides. Try to make the two bricks as similar in size as possible.
FREEZE for 15-30 minutes.

Step 3: Construction Site

Get the bricks out of the freezer and swiftly devide and cut the bricks into three parts. It helps to wet the knife.
You now have six slices. Three of each color.
Next restack! Dark, light, dark and the other stack is light, dark, light. Press together but be careful to not destruct the shape. Reshape and again use the knife to create nice clear edges.
PUT the bricks BACK INTO THE FREEZER for another 15-30 minutes.

Step 4: Meanwhile

Take one piece of light and dark dough and roll out a thin sheet of dough. Use enough flour so that it doesn't stick to the baking paper. Fold the baking paper around the dough and put it in the fridge until you need it.

Step 5: Abracadabra

Get the bricks from the freezer and again divide each brick into three parts.
Take the middle slice and switch to the other brick. Restack chessboardwise. Next take the sheet of dough from the fridge. With a baking brush wet the dough slightly so that the brick sticks to it really well. Press it well to the sides. Remove the baking paper after you have covered the entire brick. Again use the knife to flatten the sides and again put the brick into the freezer. Let freeze for 30 minutes.

Step 6: The Magic Enfolds

Preheat the oven to 175 C. Prepare a baking dish with baking paper. Get the bricks from the freezer and find some nylon thread.
Nylon thread is the secret to cut slices off the brick without destroying the chess board pattern.