A puzzling conundrum is a term that can be used interchangeably with a baffling puzzle. A perplexing enigma, brain-teasing mystery, or mind-boggling riddle also fit the bill. A confusing labyrinth or convoluted maze can also be considered a baffling puzzle. A challenging brainteaser or head-scratching problem can also be fitting. A tricky dilemma or intricate challenge are other options. Ultimately, a baffling puzzle can refer to any problem or situation that is bewildering and difficult to solve, leaving one feeling puzzled and unsure.