1/4" bit for holes and exterior cut
Engrave bit for the lines
There's very helpful instruction in the original project already. So please check it out if you need more details.
The only difference in my SVG is that I added the lines connecting the dots to make it a little easier for the kids to figure out the movement of the pieces. I also just used the regular 1/4" bits for the holes and helix mode helps a lot in saving the cut time.
I forgot the exact depth of the cut for the lines but I did have a deeper cut depth for the triangles just to make it a little more prominent than the path connecting the dots.