But do you break the wood or the glued joint? It it is more flexible, it should be more difficult to break it (again scaling the applied force) ....
The problem is that with greater flexibility it is all too easy to apply too much force, snap! The problem happens when the puzzle is taken apart, because unless the force is applied correctly, a piece gets over flexed.
I refer actually to plastic puzzle pieces that I have generated lately. It is really easy to make these at any scale factor, and I have at least 4 different sizes now!