I don't know what glue they used but I'd suggest trying to soak them (the whole puzzle in necessary) in a hydrocarbon solvent. Lighter fluid or petrol or "mineral spirits" or "white spirit" or "petroleum spirits" are all hydrocarbon solvents that should weaken or completely dissolve the glue without affecting the plastic. From what I gather it's called "Testbenzin" in German.
Of course, there are glues they could have used where this won't work at all. Force may be needed in that case.
Don't use acetone or any other ketone solvent as it will destroy the plastic.
Wow, thank you for the detailed infomation. I would have never used acetone or ketone, but thank you for reminding me - I can show your post to my wife next time she suggests me to use acetone to remove sticker glue and i tell her it would be bad (I guess italian wives are trained by their mothers to never believe that their husbands say
you are not married to my wife, AFAIK, so it's quite likely she will believe you.)
"Testbenzin" is in fact a german word for that, but it is quite rare. More often you read "petroleum" or "Terpentinersatz".