Lego parts are incredibly precise, and the manufacturing tolerances have been consistent for decades. It's nearly impossible to replicate that precision on any modern printers.

That being said, different parts are more tolerant of wiggle room. Grabbing a stud is hard, grabbing a 2x4 is not. If you were going to print a minifig head, trying to replicate the neck barrel is gonna be tough, but making a larger hole with 2-3 ridges which taper to grip might be easier. If you plan what you're doing and are realistic about what you can print, it's definitely not out of the question.

Lego is ABS if I'm correct.

My only advice is that it's not worth the hassle. If you really want to though, yeah, slower is probably better.

Unless you have free power and filament, wouldn't it be cheaper to buy specific Lego bricks?

Unless it's just for the heck of it obviously. Then print away :p.

The tolerance on a lego brick is +-0.005mm. you're going to have a hard time achieving that on any FDM printer, even commercial ones.

I've previously printed custom lego pieces for the Lego League kids, that my wife has at work. I'm using a Creality Ender 3 S1 with 0.4mm nozzle. Though I've not tried smaller parts. They were 8x2 units and 2 or 3 units high. They have the name of the kid on the side. It took some tries to get the tolerances good enough, but now I can print them with normal speed and minimal post processing.

So I think it depends on what pieces you want to print.

I've printed usable pieces on my Prusa Mini with the highest detail settings. Far from perfect, but definitely usable.

If you haven't heard of it before, LeoCAD is pretty cool for modelling with LEGO.

You can't slow down the head in specific spots but you can slow it down in general as well as setting a minimal layer time so that it pauses between layer and lets them cool.