You can print the entire thing at once with an Ultimaker 3 or S5 or another printer capable of printing soluble supports by loading the .3MF project file in Cura. Important: It's really tidy how it slides (tight tolerances), but you might want to print the bolt a bit smaller because that will allow you to use it without spending days soaking out the PVA. The tight gaps make it really hard for the PVA to dissolve.