Can I print the one-piece SLS version of the model on my SLA (DLP) printer? What is the difference?

You can download and print the one-piece SLS version of the model/figurine as well and you will get much better results than when using the FFF/FDM printer technology for it. But you may consider downloading the version adapted and cut exactly for the DLP/SLA printer technology - version DLP/SLA (the model’s page, tab ‘Source Files’). This version consists of much fewer assembly parts than the FFF/FDM version that are cut in such a way to make sure that the SLA printer will be able to build the needed support constructions in all the hard-to-reach areas of the model.