I finally settled on using cork tiles. I started by printing off a template from this link puzzle.com
I used page 3 of the pdf. file. I cut out the four pieces and used them as templates to mark out the cork tile. I then cut out the shapes using a cutting mat and sharp knife.
To form the tube of the Christmas cracker I printed out a Christmas quiz on thick white card stock 5.5 x 8 inches. The printed quiz was used to roll around the four pieces of puzzle together with a folded up piece of paper with solution to puzzle and answers to quiz. To hold it secure I used an elastic band.
Papertrey Ink scroll down to Photo Finish StripsDie Collection
and then stamped using Holiday Photo Finishers
To complete I just had to add a little red sparkler.
Free printable Christmas quiz