If it were me I would do as others have suggested a number of times in past threads and get a dowel and paint it with a number of different colours. Drill the blank and put the dowel in the hole and if you like the effect that colour has on the blank, use it. If not, move on to the next colour. You could also do the same with coloured paper rolled into a tube.
I also think, because there is clear between the puzzle pieces, you should polish the drilled hole with sand papers to remove any scores from the bit. You might even drill a 64th undersize to allow for the sanding. A wood dowel chucked into a drill with a slot about 2" long, cut with a bandsaw, thin handsaw or even a hacksaw, along the length, will hold a strip of sandpaper wrapped around the dowel. Spin it in the hole moving back and forth. Running through the grits from 220 to 400 should be enough.