I had a teacher friend who learned in college that word searches were worthless in most respects, but crosswords should have some intrinsic value because it requires you to read the definition and connect it with the proper vocabulary word. So, I did some research and found two things worth sharing:
This study reports 90% of students said crossword puzzles enhanced their learning. https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2972511/
The best research I uncovered is below. They not only did research on the topic itself, but cite many other papers that show that crossword puzzles do indeed have many specific educational benefits. However, the results of the study itself were mixed when educational outcome was specifically looked at. With one group benefitting from the crossword puzzle and one group seemingly suffering poorer grades after using the crossword puzzle for test review, more research seems necessary to definitively answer your question.