We report a method to directly 3-D print complex heterogeneous optical phantoms with programmable tissue-mimicking absorption and scattering properties. The proposed approach utilizes commercially available multi-color mixing extruders and off-the-shelf polylactic acid (PLA) filaments, making this technique low-cost and broadly accessible. We systematically characterized optical properties, including both absorption and reduced scattering coefficients, at a wide range of mixing ratios of gray, white and translucent filaments and validated our hypothesis of a linear-mixing model between the filament mixing ratios and the resulting optical properties. Various techniques were used to design and fabricate sophisticated solid phantoms, including the design of color-purging towers, and the optimization of several printing parameters to improve print quality. To demonstrate the feasibility of this technique for generating anatomically complex phantoms with tunable optical absorption and scattering properties within tissue-relevant ranges, we designed and fabricated three heterogeneous optical phantoms. One of the presented phantoms was specifically designed to support quality assurance efforts in evaluating diffuse optics instruments and methodologies across various institutions. We have characterized the printed phantoms and observed an average error between 12%-15% compared to our linear-mixing model predicted values.