I tried to use the Interlocking module and had, unfortunately, enourmous problems. It seems that parts created with PartDesign and not with the Interlocking module cause some troubles. I found, however, a work-around which works perfectly
1. Select only the body to which other bodies shall be connected. This first body hence receives "holes" whereas the latter ones will receive the "noses"
2. Then click on "interlocking" button. The "Parts and Tabs" window opens and click on "Add same parts"
3. Return to the model and now (this is important!!) select the pad
from to bodies to be added to the "Parts and Tabs" window
4. Return to the "Parts and Tabs window" and click "Add parts". Repeat until complete.
5. Then render the body selected in item 1) above invisible
6. Select the surfact to receive the "noses" and click "Add faces". Continue this step until complete. Each time you should see a little triangle on the left side appearing.
7. Click on said little triangle and edit the number of "noses" needed.
8. Once finished, hit okay.
Calculation may take a second or two, depending on the complexitiy.
In this way, the module worked fine for me. I hope this is of help to you