What a neat idea! I did a bit of digging on my end and found the Podify and Printify apps that look to offer custom jigsaw puzzle solutions. With both apps, you'll have the option of either creating your own puzzle pieces to sell to customers, or allow them to design their personalised puzzles too. Feel free to have a read more about Podify on their website here, and take a look at an example of their custom demo puzzle here. For Printify, you can head over to their website here to find out more about their custom puzzle solutions.
Just a note however that these apps are made by third-party developers outside of Shopify. So if you have any questions about them I would recommend getting in touch with the app developers, as they are best equipped to answer app-specific queries.
Are you familiar with the Print on Demand business model? These two apps are examples of the Print on Demand service that is offered on a Shopify store via the installation of their app to your store. If you need more information about this business model, take a look at our Shopify Blog here.
You can find lots of puzzles on Syncee Marketplace: