Can't help you with the puzzle quilt but I have attached info on the weighted blanket technique I used. Several years ago I made a weighted blanket for my son who felt calmed by the weighted blanket (per his Occupational Therapists advice). Many children with sensory issues need extra amounts of stimulation to their skin to feel grounded, secure, and helps them concentrate.
I purposely did not quilt the blanket because the beads you use to weight it down with are impossible to quilt over. The only alternative I can figure to adding both together to make one unit is to add a quilt top to a weighted blanket by just stitching the outside border and maybe tieing in throughout the middle of the blanket.
I have seen an " I Spy" quilt where they sewed a pocket into the border to keep the "matching cards". The matching cards were simply scraps of each fabric used and laminated them into 3x5 sized cards. Hope this helps.