I take it you mean you want a different UX for the printing feature. Something more like the following, perhaps?

1. Invoke the print action
2. See some UI which allows you to select whether to print more puzzles, to skip setup and continue to printing, or whether to abort printing.
3. (Ideally you'd see a snazzy dialog which lists puzzles added/selected thus far and you'd be able to add/alter titles to your puzzles as well. Also the main UI should probably reflect that a print selection is "in progress" somehow.)
4. If you decided to print, move to the printer selection/settings dialog. Clicking the print button should then print all previously added/selected puzzles.

Or simply print immediately :)

There was an old bug: https://bugs.kde.org/show_bug.cgi?id=168622

In that case, maybe you'd simply want to flip the default value of the setting "When printing, try to fit more than one puzzle on a page" instead?
That way ksudoku will print just the one puzzle, wasting paper, but it will print it right away.

Maybe changing the value is fine. Or the print dialog could have a button (if it's possible to extend it, not sure with Qt5 and its incomplete state) that says "Print immediately". Whatever is easier.
About wasting paper: if you are going to print, how many schemas are you going to print?

(anyway, this is not a blocker for the release)