ELMO 2011 Problem 6

Consider the infinite grid of lattice points in $\mathbb{Z}^3$ . Little D and Big Z play a game, where Little D first loses a shoe on an unmunched point in the grid. Then, Big Z munches a shoe-free plane perpendicular to one of the coordinate axes. They continue to alternate turns in this fashion, with Little D's goal to lose a shoe on each of $n$ consecutive lattice points on a line parallel to one of the coordinate axes. Determine all $n$ for which Little D can accomplish his goal.

David Yang.