(All 5 pieces were created as a single Solidworks part)
The puzzle pieces were modelled in Solidworks, and 3D printed using a Ultimaker 2+. To ensure measurements were consistent with the base, we copied the drawing of the lightning bolt cutout (from AutoCAD) and imported it as a Solidworks sketch. This gave us an outline of the combined puzzle to work off of, which was incredibly useful for making sure everything would fit together nicely.
We cut up the outline into five individual sketches (one for each piece), and extruded/shelled each of them. Even though we didn't end up using them, we also made cutouts for the pogo pins.
We were a little concerned that the pieces wouldn't be durable enough for use by children, since our prototype pieces were a bit flimsy. But, after optimizing our printer settings, we were able to print very strong pieces with a much shorter print time than our original pieces. The "Adaptive Layers" setting in Ultimaker Cura was super helpful in reducing our print time.
We printed a few "test" pieces to verify our designs before printing all five.
The final pieces fit perfectly!