Magic Sculpt and Milliput both work nicely for making puzzles. Both are two-part epoxy putties that you mix. They harden in a couple of hours. Here is a subjective comparison between Magic Sculpt and Milliput.

Milliput is mixed by kneading the putty with wet hands. Magic Sculpt is mixed by rolling the putty between dry hands to make a snake, and then folding the snake. This is repeated until the color is smooth. Milliput seems to be a little bit messier since water is used to keep it from sticking to your hands. Magic Sculpt is used with talcum powder to keep it from sticking. Both putties take about 5 minutes to mix a handful. The Milliput White is opaque. It looks like porcelain when it hardens, which makes it wonderful for repairing broken dishes. Magic Sculpt is a pale tan-gray and is somewhat transluscent in thin layers. Both harden well and sand nicely. Both are sticky enough to adhere well to plastic if the plastic surface is roughed up with sandpaper first.

Milliput costs $14-$16 for 4 oz, or about $60 per pound. Magic Sculpt costs $30 for 5 lb, or about $6 per pound. I am happy with the performance of both products. Both can be ordered at Web sites or through email addresses posted on dealer Web sites.

I bet you can all guess which product I will be continuing to use.

From what I have been told milliput is a little like rock, rather than plastic. Perhaps there is another molding material that would give a more "thermoplastic" feel than milliput.

Both Milliput and Magic Sculpt are quite hard. Neither one has that thermoplastic feel you refer to. I don't think you could use these epoxies for the interior parts. They don't yield much at all.

Actually managed to pick up some milliput today which in itself is amazing as I really have a hard time finding materials here.

I wouldn't use milliput as a piece material, but I am going to try and use it to craft a single piece and make a mold from that piece. Best of both worlds.