Modifying the Fusion File

Open Parameters (Modify → Change Parameters). This is where you change the number of battery slots and the dimensions of the battery. You may want to add a little bit of clearance to the dimensions. Double click the sketch named Text, then double click the text in the sketch to edit the battery name. You may want to move and/or resize the logo and text for significantly smaller batteries.
Don't forget to post a remix once you get another battery size to fit!

If your nozzle is bigger than .4mm, you'll probably want to increase the wall thickness to match (under User Parameters).

Printing

Should work with pretty much any rigid filament and any reasonable settings. Default parameters assume .4mm nozzle (or smaller).

Joining Mags

Cut two short pieces of filament (a couple of cm) at a sharp angle. Keep in mind that long pieces snap easily. Insert between the mags and push them together.