This is a simple modification of the same interlocking principles PVG is using in his release. What I've missed is a STEP files so you can easily modify the lock to your desired dimensions, it's not that easy with STL files - just scale the models to your willing.
If you're not familiar with Fusion 360 and don't know how to make anything of it, let me explain - use the "female" file as a cutting tool to your figurine model by using "combine" command and then use "cut".
I've tested this interlocking solution on a really small scale - the hole of the female side was only 2,5 mm but it worked like a harm. Of course as suspected disconnecting it - broke it, but still it worked.