Hmm, I almost never print email. Didn't even see the feature. Lean something new every day.
Yes, it works with Opera 6.06b on Windows NT 4.0 SP6.
(I won't try it with Opera 7. I don't like Opera 7 since it doesn't work with Citibank.)
But, I don't use the Professional Blue sheet. I use Concise Large because it takes less horizontal real estate. I guess now I'll have to muck about with making my own style sheet which combines all the features I like.