Print the two pieces as they have been positioned in the STLs. Do not rotate them.
I printed mine at a .15 layer height, and it turned out really nicely. The supports can be pretty difficult to remove around the two clips. If you have trouble, try using a razor knife to separate things. I suspect it would probably also print okay at 0.2, but I didn't have great luck with the one I tried to print at 0.3.
* When printing the clip, You MUST change the support overhang angle in Cura to 50 degrees for the supports to be generated correctly! *