Ammonia, Bleach and Medicinal Alcohol can do damage to wood crafted objects, eventually.
I believe it's best to let the package sit for a few days and let any lingering possible bacteria or virus die out naturally then inspect your order fully using gloves and a simple wipe down with paper towels.
You don't want to damage the finish especially on chess pieces and or boards with those Lysol or Clorox wipes. Just my 2¢.
If you're concerned, just let the package sit for a day or two. You could always give the outside of the delivery box a good wipe with Lysol. The contents weren't touched since it was packed so should be fine if it already took a few days to reach you. Lysol may remove the finish from the pieces.
It should be fine if it was in the box in the mail for more than 24 hours. COVID can't live outside of the body forever. Also, latest research says you shouldn't be too concerned:https://www.theatlantic.com/ideas/archive/2020/07/scourge-hygiene-theater/614599/
Pertinent quote:
In May, the Centers for Disease Control and Prevention updated its guidelines to clarify that while COVID-19 spreads easily among speakers and sneezers in close encounters, touching a surface “isn’t thought to be the main way the virus spreads.” Other scientists have reached a more forceful conclusion. “Surface transmission of COVID-19 is not justified at all by the science,” Emanuel Goldman, a microbiology professor at Rutgers New Jersey Medical School, told me. He also emphasized the primacy of airborne person-to-person transmission.
I totally get your desire to be careful, but mostly social distancing and wear a mask is it! My family avoids public indoor spaces as well as recirculated air seems to be an issue. we've moved to 100% delivery of groceries, etc... That means a lot more packages to come in the house. As careful as we are, we don't lysol ever square inch anymore. Just get the packages out of the house with relative speed 
Hey i'm getting a new chessboard and pieces through the mail I like to wipe down new stuff I get now a days. Is a Lysol wipe safe to use on chessboard/pieces? Has anybody tried it I don't want to damage anything.