From Top pieces to bottom pieces

CapTop, CapMain, NoseHead, Body, Pants, BodyPants, LegR, LegL, Tail, ShoeR, ShoeL

These are straight forward prints. Simply pop them on the Print bed, activate Tree Support and they will print like a charm every time!
For the Body, and the BodyPants (which is a version where both parts are merged if like me you prefer to do the colour change directly in the slicer) you should keep it angled like show in my pictures and like saved in my file.
This will ensure you have a flat bottom, a seem line for the colour change that is parallel to the ground, and improve layer adherence on the peg (avoid delamination)

CapSigil, EyeR, EyeR, Tongue, MouthInside, PantsButtonR, PantsButtonL

I typically rotate the part so they lean on a single edge and up right. This way I ensure that the layer lines give me the best definition on these tiny pieces.
For the MouthInside, slide the piece from the back of the MouthFace piece. You can add the tongue from the front.
I turn on Brim for these.

MouthFace

I saved the file to have the most contact point with the bed, but found myself rotating it forward up until the area of the nose is parallel to the ground. The layer Line are then giving you the best definition possible on all the various round shapes of this complex piece.

ArmL, ArmR

I typically save them and print them upward (Look at ref photo). This is the best direction for layer definition and strength in the peg. I use normal Support for these and print them close to each other at the same time, ensuring the Brim and some support are shared.