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Personal opinion is that it's a cheap gimmick and 3mm mdf wouldn't be my first choice for a terrain board base.
I can see the benefits of modularity and storage, but would it be as easy to do it myself with some thicker board from a builder's merchant? Short answer is no, cos I can't cut in straight lines, never mind make them all link up neatly.
I get the choice; it's still pretty light weight, but when you store them stacked on top of each other, and there's even one with just a bit of relief on the tile, like rocks, the ones on top will warp for sure...
Ah, but that's how they get you to buy the storage rack that you can slide them into like cafeteria trays!
Go to B&Q and get some 6mm (minimum) and get them to cut it to size for you