What Size (percentage in Cura): The parts may be quite small when imported into cura. In order to print at the intended size (1/4 scale) scale each part up to 195%. You can scale the model up (or down) to any size you want though. If you want to print a large model, make sure you start with the legs (which is the tallest piece) and check what’s the maximum percentage your printer can print based on its print bed size. From there make sure all the subsequent pieces have the same percentage you used for the legs.
Base: Base is optional as you can glue together with nightcrawler’s smoke/bamf piece. Alternatively the smoke can be used as it’s own base. It’s recommended to bring the bamf piece a little bit bellow the bed in cura so its bottom gets completely flat.
Support: Make sure you use a brim or rafts for all the parts. I use raft all the time as it provides the most stabe base for supports and the overall figure. Supports will be a necessary for several pieces, so try to find the best settings in your slicer so they’re easier to be removed (i like to use 1 or 2x my layer height) and it wont affect the details as much.
Layer Height: Ideally you should use a 0.12 layer height (or less) so the details can be preserved. I used 0.08 for the majority of parts in this figure( i have a 0.4 nozzle but you can go lower if you have a 0.2 or 0.1 nozzle).
You will need superglue to join all the pieces together. Make sure you use a strong one such as Loctite all purposes superglue (gel had the best results in my trials) or any similar brand. Avoid epoxy as the parts will need to be clamped for a while in order to work (not an option here due to the nature of the model).
Sanding and priming (ideally with a filler) are ideal here if you intend to airbrush it or paint over it.