Summary
I did this thing to be cut in my CNC, in 3mm MDF.
I think Laser Cutting is perfect too :)
The pieces were glued together with wood glue, no need to nail or screw.
The design was inspired by a video from Jenni.Swiss but as he did not make the drawing available I did it from scratch with some adaptations.
As there are dozens of hot glue gun models I have attached STEP to anyone who wants to change.