I use a keyhole saw, and I cut various thicknesses of the same shape, for the 1/4 wood was almost full thickness, but I just used the defaults of the program I used.
The different shapes, I cut for my “puzzle box”, are glued on top of each other so that I get walnut, cherry, maple, cherry, walnut layers on the outside. There will be free moving/sliding metal pins in the chambers you see on the piece that is not glued yet. This piece will be glued with the visible side down onto the rest of the box. The lid, the one with the inlay will have the disk with the engraving glued underneath. This disc has a little wider slits cut in on the opposite side so that the metal pins can slide in. To close, you insert the lid into the two wider openings and twist it shut. Then when you move the box a little and the pins slide into the disk of the lid. Now it cannot be opened anymore - unless you know the trick. I plan to add one more twist to it to make it more difficult.
For the engraving on the inside, I already re-used the spray paint technique to make the engraving stand out.
After the sign, this was the next project I try to finish using the CNC.
It is amazing to get something cribbled on paper, drawn in inkscape, ported into a gcode program slowly become reality. It is so satisfying. I think reverse engineering some of those Japanese puzzle boxes will become a passion.
sliding pin locking: