Well, you have to start somewhere.
I would try and find “similar” material, and try out a few power/speed settings on that first. For Jenga blocks, I would find scrap wood that feels similar. You won’t get the exact same result, but it should be close.
I would do one block, and then adjust it as I go along (i.e. if it’s too light, bring up the power.).
I would start with lower-power settings, and not move the block before determining if it’s acceptable. If it’s too light, you can always do a second pass to darken the engraving. And on the next block, do a higher power engraving. If you start with too high a power, you can’t undo that.
Also, I would probably create a template in which to place the blocks. So you know that your blocks are in the right place to be engraved. The GF camera might make this step unnecessary, but I would probably still do it. You can test that template position with something the same size as your Jenga blocks. Perhaps you could cut some cardboard or MDF to the same size as the Jenga pieces first.
See https://www.epiloglaser.com/resources/sample-club/jenga-block-engraving.htm for an example of what I’m talking about.
The other option is to look at what others have done before.
If you look at the link above, on it is says that for engraving Jenga blocks:
We used a 60-watt Helix with the following settings: 60% speed, 100% power, but you should use the recommended settings in your user's manual for your wattage machines. Also, don't be afraid to experiment with different settings for a deeper or lighter look.
The GF is only 40 Watts, so perhaps bring that speed down to 50% instead. You might find others who have engraved Jenga blocks with a 40 Watts and ask them what settings they have used.