Step 1: Material and design
Step 2: The rough components
Arrange the nine pieces in a square shape, and pay attention that adjacent borders match one each other. When you've found the best arrangement, you can mark any piece with a number and with the position of the connections. Pencil traces will disappear when you'll sand the surfaces.
Also mark the center of any hole with a little punch, in this way you'll be able to drill the piece side with no efforts.
Step 3: The connections
The cylinders are 30 millimeters long, and the central third will be covered by the shrinking tubes, so any piece of tube is 10 millimeters long.
Step 4: The holes
Since you'll glue any piece, the holes could be a little wider than the cylinders, so you've not to push them too tight in place.