Generate a maze with the recursive backtracking algorithm, with an optimized end-point (longest path from a corner). The default dimensions are for an 11mm ball.
The walls are flared so the ball can only come out at the start and end.
Instead of rolling a ball, you could also use a magnet to move it from below.
No supports needed.
If you turn off the start and end holes, and pause the print and insert the ball at the right time, you can make a maze with a captive ball.