The only issue I had was making the light shine through (not that I use that much). So I used white plastic and then spray painted it black with a mask out for the character and it worked but the characters are quite hard to get the perfect shape. Printing the key upside down also means layer lines on the top which is the one place you ideally don't want them but its unavoidable with keycaps since they are sloped. I did use a very small layer height for that phase to improve the finish but the layers are unavoidable. While they are smoothed with sand paper those tiny gaps accumulate grime and show up even though you don't really feel them.
Doing this has extended the life of the keyboard and it feels the same to type on and unless you know they are different you will have a hard time finding the keys I replaced but they do look slightly different.