I think it should be easy enough to puzzles of any size you like, by chopping it into as many GF-sized chunks as needed. You would have to overlap the puzzle art on each chunk though, and you’d discard the pieces on the border of a tile which would run off the edge of the material.
Another way is to design your puzzle and then use your image editor to break the puzzle into individual puzzle pieces, and then use a nesting tool to arrange those pieces onto as many GF-sized materials as is required to render them all. That way you waste more material because the puzzle pieces aren’t interlocked, but you don’t waste any half-made pieces at the edges of the tiles.
Hmm, if you cut 2 puzzle pieces which are not interlocked in the artwork, do they still press-fit or are there kerf problems?