@koz FDM. There are three filaments fairly available that is ferromagnetic and reasonably available.
Amolen iron filament (it's shitty though, relative permeability of 2)
Protopasta Iron filament (what I'm using for this prototype, relative permeability of 8. Easiest handling characteristics)
Virtual Foundry 7-14 stainless (relative permeability is 60? But needs their inline heater)
You don't actually want this solid, because Eddy currents. And less performance is okay for these prototypes