While the Pages Data Merge app I mention lets you email merged documents, there’s no print option, as you’ve noticed. That doesn’t mean that there isn’t a way to do this. Automator is your answer. Here’s how to go about it.
Create a folder on your desktop and call it Print Merged and launch Automator (found in /Applications). In the workflow template chooser that appears, select Folder Action and click Choose.
Drag the Print Merged folder you created to the pop-up menu that appears near the top of the workflow area (where it says Folder Action Receives Files and Folder Added To). Additionally drag this folder into the workflow area below. That will cause a Get Specified Finder Items action to appear, which points to the Print Merged folder.
From the Files & Folders library drag the Get Folder Contents, Print Finder Items, and Move Finder Items to Trash actions into the workflow area, in that order. In the Get Folder Contents action enable the Repeat For Each Subfolder Found option. In the Print Finder Items action select the printer you wish to print your merged documents to. Save and name your workflow.
Open the Pages Data Merge app and in Step 4, click Choose Export Folder, navigate to the Print Merged folder on the desktop, and click Choose. After creating a merged document as outlined in the article you cited, click Begin in Step 6. Your merged pages should print.
So, what exactly have we done here? We created a folder that will print any document you place in it. So, when Pages Data Merge adds merged documents to the folder, they’re printed. To prevent it from reprinting older documents that are already in the folder, the workflow flushes the folder of its contents after the documents have been added to the print queue.
This means that those merged copies won’t exist after they’ve been printed. If that’s a problem, create yet another folder where you’d like to store the copies. Add a Copy Finder Items action to the very top of the workflow and drag the folder you just created (the one for the copies) to the pop-up menu within this folder.