I agree that it's very frustrating, when a clear solution is right there in the same dialogue box! Printing up sheets for baddies, and sheets for my players without hero lab or printing abilities, can get quite tiresome when I have to repeat the process. This frustration happens EVERY SINGLE TIME I print/export/pdf as a GM. EVERY TIME!
What would it take to get this built into HeroLab? I'd like to be able to click Print or Create one time from one dialogue box (after checking the appropriate parameters), and have it result in a separate pdf for each being with everything already in it. That would be so nice!
If that was done, then also adding a parameter to choose to have one pdf for all characters would be nice as well, but that option in particular would only be useful if there were options to add in x number of blank pages between each character for printing purposes. Personally I like to print my baddies on letter, landscape, 2 pages per page, double sided. It minimizes printed paper, and is far easier to handle at the table since there's less paper.