First I must give credit to sherrycayheyhey for her Lego Stacked Sticks Interlocking Puzzle. It gave me the idea to do this.

https://www.instructables.com/Lego-Stacked-Sticks-...

This is a puzzle cube consisting of three interlocking pieces. All the lego parts are easily available. It is easily made. Just follow the instructions.

Step 1: Required Parts

For each puzzle you will need: 21 2x2 tiles, 54 1x2 bricks, and 33 2x2 plates. This particular example was made with the plates and tile the same color. (They happen to be the school colors of a friend.) You could just as easily make them all from the same color and all kinds of different colors. A container of them from the Lego Pick-A-Brick wall cost about $15 and contained enough bricks the make five or six of these puzzles. (You can get lots of these small little pieces in a container.)

Step 2: Start Assembling Sticks

For each of the nine sticks, start with three of the plates on the bottom. Then stack six bricks on top as shown in the photo above. You now have 9 stick partial assemblies.

Step 3: Finish Assembling Sticks

Attach the remaining 21 tiles and 6 plates to top of the sticks to make the following:

Three topped with all tiles.

Two topped with the plate in the middle and tiles on each side.

Two topped with the plate at the on top with the tiles below.

Two topped with the plate at the bottom with the tiles above.

You are now read the assemble the pieces.

Step 4: Start With Bottom Level

Place three sticks vertically in such a way that each column and each row have just a single plate. There are six different combinations. Anyone will do.

Step 5: Add Middle Level

On top of the bottom level, attach three sticks horizontally in such a way that each column and each row just have a single plate. Again six combinations and anyone will do.

Step 6: Add Top Level

On top of the middle level, attach the remaining three sticks vertically. The puzzle is complete. Notice the nice brick pattern on the side. It is easy to take the three pieces apart and, with only three piece, relatively easy to put together.

Step 7: Build Them All

There are six combination of the bottom level and six of the middle level that which allow 36 different combinations. Rule out the mirror images and rotations you are left with 12 different possibilities. The red is the bottom level with the blue is the middle level. Try them all and find the one you like best. Let me know in the comments which one is your favorite.