USING TEXTURE ATLAS ADD ON
Instal an add on in User Preferences (Ctrl+Alt+U).
Select all objects in Object mode then press '+' button in the Texture Atlas panel.
Press Start Manual Unwrap button.
Go to the Edit Mode, select all meshes (A) and unwrap it as you like (in my case U-->Project from View (Bounds)), then press Finish Manual Unwrap button.
It will create one UV map for all the pieces.
JOINING, UNWRAPPING, SEPARATING MESHES
Remove doubles for all your pieces (in Edit Mode press W-->Remove Doubles) and join all objects in Object Mode with Ctrl+J. Unwrap it in Edit mode, then separate meshes with P-->By Loose Parts.