Webster's 3rd unabridged:
chess pie (also) chess cake - [prob. alter. of cheese pie, cheese cake] a dessert consisting essentially of a filling made of eggs, butter, and sugar and baked in individual tart shells of rich pastry
Beat 3 eggs in mixing bowl until light.
Combine and stir in:
1 3/4 c. sugar, 2 tsp. flour, 1 tsp. cornmeal, pinch salt.
1 tsp. lemon juice, 1/2 tsp. vanilla, 1/2 c. melted butter.
Pour mixture into 9-inch pastry crust which has been partially baked in advance (5 min. at 450°F).
Bake pie at 350°F for 45-50 min.
I have absolutely heard of chess pie, a favorite in my family, and it's a lot better than apple pie. Chess pie may be more common in the south, whereas apple pie is more a Yankee thing, in the north where apples are grown.
Webster's guess is that the etymology is 'cheese,' but that doesn't seem very convincing to me, as it has nothing to do with cheese and doesn't taste at all like cheesecake.
'Pie chest' as in a pie safe seems a little more plausible, if anyone could cite some textual evidence for it beyond just someone else's guess. Wonder if it's in the etymology website online.
Ute, the recipe you found seems to be a weird mixture of chess pie (eggs, butter, sugar, sometimes lemon) plus apple pie (apples, cinnamon). If I were you, I would just make one kind of pie or the other, not try to put them together. (-: