possibly cut them along the main face first, then when there are 3 strips , cut each one along the long end.
so essentially you will need (to complete the one shown)to make each of the 9 pieces, and then fit these to make the final square.
same as Nadnerb said really, but there may be planning needed, do you cut 3 strips, then the middle so layer, then across each strip to make 3, or do you cut them all out, then the middle.....
interesting though, and as an aside i did a 'squirrel' puzzle the other day and amazed me how long it takes people to figure it out!