Mainly put here to show the thought process and method I use to make stacked complex shapes. This post has taken me nearly as long as the model took to make

Step one draw ther basic profile you want to make. In this case a simple multi point spline.
Decide on the width of the slices you want to use and create a pattern of parallel lines (draw once then tell it how many you want)
Draw intersecting lines between those stack lines to approximate the widest points on the splined curve.
Draw a second sketch showing the vertical alignment pins.
Select all of the rectangular segments on the first sketch and revolve them around the vertical axis. You will notice this creates a single block of material.
Step two is to use the split body command and the segment lines to convert each of them into plain discs.
Next step is to cut the alignment holes and center hole using the second sketch. Then use that same sketch to create the wooden pins.
Last step is just for looks but using the second sketch extrude the metal pin to the top of the hole and then forward to make the 100mm x 4mm blank then add a bevel cut to it for the point.
There is some steps I have left out like changing the material appearance and exporting the DXF's but they don't change the basic model creation.
Result 11 Basic steps to create 29 interlocking parts. To sand smooth or embrace the stack will be the next question
