A free piston Stirling engine with a heat exchanger that has an inner component part assembled within an outer component part. The outer component part has a tubular outer wall and circumferentially spaced ridges that extend radially inward from the tubular outer wall and are separated from each other by inward opening slots. The inner component part has a tubular inner wall and circumferentially spaced ridges that extend outward from the inner tubular wall and are separated from each other by outward opening slots. The ridge widths of the outer and inner component parts are less than the slot widths of the corresponding slots into which they fit. The two component parts are assembled with the ridges of each component part extending into the slots of the other component part to form gas passages between interfacing sidewall surfaces of the ridges.