Let's do a simple if and throw a RuntimeException when the result is not expected:

private void setBox(TicTacToeBean bean) {
  if (board[bean.getX() - 1][bean.getY() - 1] != '') {
    throw new RuntimeException("Box is occupied");
  } else {
    board[bean.getX() - 1][bean.getY() - 1] = lastPlayer;
//  getTicTacToeCollection().saveMove(bean);
    if (!getTicTacToeCollection().saveMove(bean)) {
      throw new RuntimeException("Saving to DB failed");
    }
  }
}