This came of watching Brun's video on YouTube (I highly recommend his channel):
https://www.youtube.com/watch?v=AuS6HDHc7XE

Turns out (not a pun) this is a classic puzzle presented to machinists:
https://www.cnccookbook.com/how-to-make-cnc-turners-cube/

The challenge in this exercise was in trying to come up with a model suitable for 3D printing. Approached this as first as might a machinist - carving out cylinders from the nested cubes, but quickly realized the inside surface of the cubes was not ideal. Had to bump up my CAD game, slightly, to get a spherical inside surface. :)

This is in fact a superior result practical with 3D printing that is not practical with subtractive manufacture. Either the inner cubes are not free to move, or the interior of the cube is not a sphere.

(Some guy with a fancy CAM lathe might prove me slightly wrong. Perhaps my nephew.)

Designed in OnShape:
https://cad.onshape.com/documents/7578e4f3ee04d5c50b0f9ba6/w/8a71c61a2a394945cbf93649/e/0664345b59a74f88c0c675d9