The above catalogue probably is from the early 1920's. According to Keith Lambeth there are two clues, H.M.S.Revenge (active in WW I) and the big sailing ship 'The Brittania' which was the King's yacht and did win several important races. Th yacht was in the same class as the Americas Cup.

The second page of this catalogue reads:

We learn that puzzling in the 1920's was an upper class divertissement. It probably replaced card games as entertainment for afternoon tea. This would also mean that quite small puzzles would be popular as anything large would not have been completed. In those days puzzles were entertainment, not a challenge. So in relatively small puzzles (<150 pieces) adult subjects are common and only two pictures of animals (that we think could attract children) could be found in this catalogue. (information by Keith Lambeth)

This Harrod's catalogue lists only 12 Dickens Coaching puzzles form the 1912 list of 16 puzzles.

Anne Williams owns a Zag-Zaw puzzle in a Harrods' box.

A catalogue for Harrods from about 1930 starts with the following introduction:

The Hon. Ferdinand Fiske drained his glass and gazed wearily round the studio, “As a party,” he said, “I can’t call this particularly fun-making.  Definitely  dreary, don’t you agree? Or don’t you?”  Too, too devastating,” agreed the host, who happened to be standing at his elbow. “Beg pardon,” said the Hon. Ferdinand hastily. “You see, I’ve just been torn away from a divine party where there were Zag-Zaw Puzzles.” “Tuck’s Zag-Zaws?” enquired a Bright Young Person, appearing with some shining red boxes under her arm. “Just brought you some along. I mean,  here they are!” The advent of Tuck’s Zag-Zaw Puzzles roused the whole studio to enthusiasm. They even made a competition of it – prizes for the first completed puzzle. Everyone was so engrossed in the quaint shapes spread out before them, so fascinated by the perfect fit of each pieces, that it was a long time before the party broke up. “Definitely entrancing,” said the Hon. Ferdinand Fiske, as he said goodbye to is host. “Definitely,” said everyone in chorus.

This Harrods catalogue from about 1930 describes on page 2 the cutting of Zag-Zaw puzzles:

CRAFTMANSCHIP

            In a fascinating department of Raphael House, Tuck’s famous “Zag-Zaw” Puzzles are born. The light streams through the windows upon real, live magicians, who are deftly twisting and turning beautiful pictures beneath slender, whirling blades.

            It is thrilling to hear the high-pitched song of the saw in this wizards’ workshop, and a delight to watch the cutters at work, to see them fashioning not merely pieces, but quaint and unexpected shapes – such as windmills, dogs, flowers, ships, and birds on the wing – adding yet another exclusive quality to an exquisite puzzle.

            Each one is cut separately, with the accuracy and finish of sheer craftsmanship, in some cases the product of 20 years’ experience. When next you are engaged upon a large Tuck’s “Zag-Zaw” or “Crazy-Cut,” remember that it has probably meant a complete day’s work in the life of one of our experts, who have all been specially trained from boyhood in their intricate craft.

            After being cut, each puzzle is finely sandpapered to ensure against any roughness, and charmingly boxed; and each ox, whether it contains 55 pieces, or 2,000 pieces,  bears the seal of the EASEL AND PALETTE – the sure guarantee of a perfectly made.  

Prices for these Puzzles are exactly the same as in the c. 1930 Zag-Zaw catalogue:

The puzzles I found on this 4 page of the brochure are (there could be more pages that I have not) :

No. 94 Man's Best Friend, 80 pieces, size 8 ins. x 6 1/2 ins. 3/6

No. 101 Wait Till the Cloud rolls by,  55 pieces, size 7 ins. x 5 ins. 2/3

No. 102 Mary had a Little Dream, 55 pieces, size 7 ins. x 5 ins. 2/3

No. 103 Love's Young Dream, 55 pieces, size 7 ins. x 5 ins. 2/3

No. 104 His Master's Footsteps

No. 105 Good Company

No. 106 Nature's Melody

No. 107 By the Garden Gate

No. 108 My Pal

No. 109 Travelling Companions

No. 110 The Music of the Fountain

No. 111 Bogey

No. 112 An Uninvited Visitor