No, we still haven't found a way to make such a large documentation set easily printable, but now you can download the Configuration Manager help file locally and also update the help installed on Configuration Manager consoles so that it can be nearly as up to date as the help displayed on the Web. More information about it can be found here:
http://blogs.technet.com/configmgrteam/archive/2009/02/03/need-the-latest-configuration-manager-2007-help-file.aspx
(this also explains why I haven't been blogging in a while as I've been in VB .NET land)
~Jeff