I do not speak Russian, but for some strange reason my 3 year old son taught himself the Russian alphabet from youtube :-)
So what does a loving and caring father do, make him of course a Russian Alphabet puzzle of course :-)
Use the DXF files for your laser or CNC machine.
I used a 1mm bit on 3mm triplex wood. This allows you to cut out the letters and use the outside as the main puzzle board.