My advice would be to make sure that your puzzle is made out of non-toxic materials. Toddlers love to put pieces into their mouths. My daughter especially is one who sticks everything in her mouth and bites down on it. Still today, we have problems with toys being made with lead-based paint, which is of course very dangerous for children.
Organic wooden puzzles offer many environmentally-friendly benefits. Organically made toys are harvested by hand and then washed in hot water and a gentle soap so there are no residues that are acidic.