This kind of puzzle is called a jigsaw puzzle, and the corresponding Wikipedia page uses the terms tabs and blanks. (The parts you've circled are the tabs.)

Looking further throws up many citations for "tabs": this book on DNA computing calls them jigsaw tabs (and pockets), this book on programming also mentions interlocking tabs, this issue of Make magazine calls them jigsaw tabs (and slots), and there are lots of other books. There seems to be more consensus on what to call the circled pieces you want (tabs) and less on what to call the other kind (blanks, pockets, slots, indents...).

You can also trawl through search results for jigsaw (tab OR tongue OR outie), to compare the answers suggested. (Need to look at each result individually to make sure the word is used in the right context. In fact most results aren't about the context we want. :-))

However, it is also a fact that there is no universally accepted terminology. For instance, this book on the history of jigsaw puzzles says on page 10 that