From my research of the precursor of Go, I made note that historically from written records the pieces were made of wood, ivory, bones, clay pottery and polished stones. And they were for upper-class rich nobles, so the time-consuming process was not a problem. The use of wood or other lighter materials as pieces would also explain why ancient Go boards were much larger than modern gobans (up to 80 even 90 centimeters) since the pieces would also need to be larger to have enough weight.
From unearthed actual pieces, besides lighter perishable materials, clay and polished stones(jade) were the most common, and then the glass stones start to appear in Tang Dynasty.
stone (鵝卵石)
glass (琉璃)
clay (陶)
clay applied color (上色陶)
And from Song Dynasty forward, with the mature of ceramics, they seem to be popular.
colored ceramic with glaze (上釉瓷)
They would even put patterns on the ceramic stones
From Ming Dynasty forward, the proto-yunzi start to appear in mass quantity.
