This press-fit Raspberry Pi Pico case is made to work with headers, although will work fine without headers.
This case was designed to be deep enough to fully protect the GPIO headers pins.
There are a few variations of the top depending on whether you would like the cutouts for the header pins, or the BOOTSEL button to be accessible.
Depending on printer calibration, you may need to slightly resize pieces for optimum press-fit.
Update 2023-12-14 - Added variations for RPI Pico with headers on the bottom.
The author marked this model as their own original creation.