Six identical pieces can be put together to form a ball. It's a snug fit, but once you get there, it won't easily come apart. If you have trouble, there are youtube videos showing you how to do it.
I bought one of these made out of wood, but it was loose and didn't stay together. I looked at the design and decided I could design a better one.
The first iteration was too tight. I loosened it up a bit and came up with this.
My printer's resolution isn't so great, so some puzzles won't fit together properly, but this one works perfectly.
Print out six copies of the piece. Minimal infill. No support.
Should work on nearly any printer. Took about 2 hours to print all the pieces with a 0.5mm extruder.