Here's an old model I recently dusted off (I used modifiers to make some weighted dice for a classroom statistics excercise). These dice print flat and are then folded and snap together to form a well balanced die. This also makes it possible to color the dots with a single extruder printer using multipass printing as well as saving filament as a multicolor print. The download also includes a single color version and a blank die for you to customize (edit the model or just write directly on the print!)

You can find the smaller 16mm version here.

For best results, assemble right after printing or let the part warm up on the buildplate so the live hinges fold easily. Try to snap all the parts together at once to reduce the chances of breaking any of the inner connectors... the likelihood of this depends on the filament, but the good news is even with one or two broken connectors, the dice still hold together. The snaps are fairly tight and not designed for repeated unfolding once assembled.

0.16-0.2mm layer height, 0% infill, 3 shells (or at least make sure the snap connectors print solid).