I can't make up my mind if he's trying to wind the stepper or to stop it, but with every revolution of the stepper and every retraction there's a new and random action.  Right now I am wasting more time watching him than I did making him.

I'd strongly recommend printing with a .25 nozzle, layer height doesn't matter, but a 0.4 nozzle will probably work OK.  He really is quite small.   

You'll need Magnets of course!  8mm x 2mm or smaller, just stack a couple on each side of the hub.  If it's a bit close to the body of the stepper - space it with an extra magnet.  Three magnets should be plenty!

Print in PLA - use the tiniest drop of Super Glue on a toothpick to keep the sockets together - just make sure you don't get any between the arms and legs and the body - I tend to keep moving them as the glue dries just to make sure.

The parts are tiny - so clean your bed with detergent before you start, the little circle on the end of the axle can be pinched off before assembly - it's just a bit of print insurance.