I have made these blocks for my niece and nephew and they loved them. They use 10 mm x 1 mm rare earth magnets that are
super glued to the plastic. The pieces shown in the picture have a smaller magnet but I found the larger magnet holds better.

Please note: Although the superglue holds very well, rare earth magnets are still dangerous around little kids.

Print out the desired shape and use super glue to glue the magnets onto the plastic blocks. The super glue holds very well even when the blocks are thrown on the ground.
Magnet size used: 10 mm x 1 mm rare earth magnets.