Another example of the Penrose Triangle, otherwise known as the Penrose Tribar. This time it's compatible with Lego building blocks! 

Designed in Fusion 360

If you want the Lego compatibility to work, then the dimensions are critical. I've included a 4x2x1 piece so you can fine tune your dimensions. Use the XY Size Compensation in the slicer to tune your print settings up or down. It will depend on lots of factors including the filament you choose and the tolerances are very fine.

You might want to add an internal brim and some kind of support to make it easier to print.