1) Trouble is that sizes are very printer and slicing dependent. If you print with 0.1mm layers they certainly will not fit. 0.25 PLA layers (what I use) probably print too wide (0.38mm) and this is why mine fit. Same can be true if you print with large layers but also the opposite. If your slicer believes that a layer has 0.6 width, it will only generate two walls for a thickness of 1.5
The only solution are either
2) Second trouble is that the 2x2 canonical was a DUPLO piece (uploaded by mistake) that was indeed a bit wider. I killed that and replaced by a better Lego piece (2-calibration.stl).... sorry for that. Btw. a Lego is 1/8 of a Duplo, but the walls, insets, etc. do not have the same proportions. In other words, printing a Duplo half size won't do.