All parts can be printed without supports. Just print them in the provided orientation.
Print the tolerance test first! All horizontal holes have a tolerance of 0.2mm, all vertical ones have no tolerance. This should fit most printers and give you a tight fit. If the fit isn't right use the provided CAD files to change the tolerance. The f3d file has paramters for that (Check out my website). You could also join the discord and I will send you a file with the tolerances you want.