Carving puzzle with some relief is quite easy.
1) carve the puzzle pieces
2) assembly the pieces tohether
3) engrave the picture / relief on assembled pieces
It is maybe better than implement it to the app or doing it in easel, becouse with this method you can use different bits without problem.
I dont use any adhesive tape for it, just clamps are ok. I made couple of that jigsaw, but I am sorry, do not have photo to show you...