Inspired by the Hanayama Marble puzzle I received for Christmas - and having figured out what the puzzle was about - I attempted to make my own variation using Fusion 360. It turned out pretty nice.
You'll need to print 2 x the, er, 'Hexoid'* slice (it's not a cuboid, ok?), and 2 x the sphere slice.
*I believe these are 'cubic trisections' - check out this item for a clearer description.
The Hex pieces can print without support, but I recommend a few mm of brim because of the small initial footprint of that part.
Spheres are always tricky in FDM. Oriented with the 'wings' of the part facing up produced nice edges on the complex curve at the expense of the gnarly area where support was. Setting support angle to something like 52º minimises the footprint of the support.
As always you'll need to pare back, file or sand the sphere at the support for smooth(er) operation.
A word about tolerances. The sphere parts should slide past each other nicely. If they work out too sticky or stiff you can either do a bit of sanding to ease the surfaces, or print at 90% flow. The Hex[oid] parts are fairly loose so shouldn't need any adjustments. The puzzle, when assembled, will feel loose anyway but won't fall apart.
The hexagon parts don't need support, but setting a brim may help with bed adhesion.
You'll need to finish the area where the supports were using your preferred method.
Designed in Fusion 360. Check out Youtube for tutorials on generating helixes (heli?) if you're interested in playing with this type of geometry.
Also, I highly recommend the Hanayama Marble puzzle - it's just a nicely put together piece.