Wasn't really sure what to call them. Saw something similar in a local toy shop, made of wood, but had a ridiculous price. I figured this was something I could design and print myself.
I recommend printing them in the orientation shown in the Cura screenshot, with supports. If you don't want supports, the small one can be done flat w/o any support, the others can be done flat with a raft.
The ones showing the stacking were printed at 150% size. There are a combo of original & bigger prints in the pyramids picture. If you want to stack tall, you're going to want at least 150%.
The author hasn't provided the model origin yet.