I have constructed a few puzzles using epoxy putties. I was wondering if there was a better way than spray painting the pieces with regular paint. please help me out.

There are spray paints which bond directly to plastic. You could also try plastic sheet in the future for a nice finish.

Those paints (like Krylon Fusion) use welding solvents to slightly melt the paint into thermoplastics (like ABS) to form a direct bond. But epoxy putties are thermoset plastics, which isn't capable of being welded or remelted. The special paints can't bond to them any better than regular paints.

If you want to improve the finish of epoxy putty, then you've got to choose whether to add a coating (like paint or lacquer) or to mechanically polish the surface to a better finish.

My recommendation is to lightly rough up the surface to be painted (whether it is epoxy or plastic) and use Krylon or something similar to put a light first coat over it. Light is the key here, don't over do it or you might get drips or bubbles. Once the first coat is completely dry, give it a light sanding, then apply your final coat. By now the parts should be uniformly painted and smooth.

Good luck!

I have always had the best results by sanding with wet 600 grit sandpaper, then polishing with paper over wood.