Those blades are very fine, yes.
For puzzles you can use different blades. For 3/4" stand up puzzles (typical play puzzle for children) I use a #5 to give it a bit of a "loose fit". The parts would hook to much to make it a fun for the children. You can use a #3, but that takes a lot of accurate sawing and will fit quite tight.
for thin puzzles (framed once) I like to use a #1. That gives me some space in between.