Don, when cutting puzzles like this, I generally use a #3 or a #5 FR-UR blade. I sand around the exterior of the cutting to soften the edges, I usually use a Dremel tool to sand the edges. I like to cut the whole pattern from the wood in one piece, then I will cut the puzzle piece by piece. Once you start cutting these puzzles, you'll soon realize that there is a method to cutting them out. Study the pattern, you'll find the best place to start out and finish. Sometimes, just to make it easier on a larger puzzle, I'll cut the pattern into two pieces. Doing so, just makes it easier to handle the smaller pieces. Take your time, and don't force the wood into the blade. Be careful not to apply pressure to the side of the blade while cutting, it can cause the pieces to not fit together properly. The best thing you could do, is to take a copy of a pattern and apply it to a scrap piece of wood and cut away. Good luck.
Len