Ok. Like you said, you play the puzzles to the character's strengths. You could present something like a riddle, if one of your characters is book-smart, but then have a twist that the riddle references comic books, which is something the other character knows more about. Or, if you have a very dexterous character, maybe there is some kind of machine they have to get past.
I suggest you start with a puzzle that matches the character's ability, then think of something that would throw that kind of person a curveball.
Since there is two characters, I'd also suggest that the puzzle physically requires two or more people to solve. Then, as you said, no one has ever done it before, because they always went in alone.