Can confirm everything. PLA is completely unusable for this as it quickly deforms under constant pressure, so it is impossible to have a stable press fit with it. ABS would be the obvious choice (since Lego is ABS), but it's difficult to print. Generally, a press fit with ABS that can be handled by kids (so easy enough to create and remove), but still being sufficiently stable so that it can be handled, requires extremely tight tolerances which you will not be able to achieve with an FDM printer. Even very good FDM printers with small nozzles will have dozens of micrometers in tolerance, which is too large - pieces will either be almost impossible to fit, or they will just fall apart at the slightest movement. Resin printing is better, but again, the material is too soft and will not be able to withstand the pressures long-term. Even if you use special durable resin, it will deform quite quickly under constant pressure.