Dekker and de Groot proved (Decompositions of a sphere, _Fund. Math._ **43** (1956), 185-194) that the pieces can be made to be totally imperfect, and hence connected and locally connected. I don't know about path connected, though.
Although you didn't ask about this, one can also argue that "decompose and reassemble" implicitly suggests that the rearrangement can take place using continuous motions during which the pieces never intersect. That this is possible was proved by Trevor Wilson (A continuous movement version of the Banach-Tarski paradox: A solution to de Groot's problem, _J. Symb. Logic_ **70** (2005), 946-952). But I don't know if there is a common generalization of the Dekker-de Groot result above and Wilson's result.