I mostly handled this the same way as it was shown in the course, but for the sphere, I deleted the bottom 2 edges from the sphere as well as the top face from the pawn’s body and then connected each aligning edge by selecting them and pressing F. Seems to have worked out fine.
I’ve also opted to put everything in the same file because it feels much more intuitive to do that rather than having to append files later. Though that may easily change as I progress.