To do that, you would need to send each merged document to the printer as a separate print job. For that, you could use a macro such as:
Code:
Sub Merge_To_Individual_Print_Jobs()
'Merges one record at a time to the printer
Application.ScreenUpdating = False
Dim i As Long
With ActiveDocument
For i = 1 To .MailMerge.DataSource.RecordCount
With .MailMerge
.Destination = wdSendToPrinter
.SuppressBlankLines = True
With .DataSource
.FirstRecord = i
.LastRecord = i
.ActiveRecord = i
End With
.Execute Pause:=False
End With
Next i
End With
Application.ScreenUpdating = True
End Sub