I saw the video by Devin on his MakeAnything Youtube channel. I have been a long time Solidworks user. But I figured it would be a good excuse to get more familiar with Fusion360. So I followed some of his methods to build a 4x4 Puzzle Cube. It was fun and although I am far more proficient with Solidworks... I will probably be using Fusion360 more for certain types of geometry. The method of push/pulling faces is much faster than fully defined sketch methods in Solidwork. So for quick non-critical dimension parts like this it is much faster.
I have included the STL's, the original Fusion360 archive file, a Step version, and a version imported back to Solidworks.
Hope you enjoy, it is actually more difficult than you might think with only 10 pieces to the puzzle.
Update: and if you run into problems solving it, I added a PDF visual key to help. But don't use it until you have given it a go.