Tetra - Bricks!
Tetrahedral interlacing building blocks.
There are several versions each having a different combination of solid, peg, or hole faces. The openscad file can produce all the variations by changing the peg_count and hole_count variables. Or you can use the provided .stl files. The number on the .stl file shows the number of solid, peg, and hole faces in that order.
TIP: Print the 3-peg 1-hole version and the 4-hole version first as a test. (files TetraBrick022.stl and TetraBrick004.stl) See how they fit and how well the hold together and come apart. Use the openscad file to make any adjustments to get the best results for your printer and material.
I used PETG. It is strong and gives the pegs a little flexibility.