At first thought, this is a good tip, but you have to press several keys before you get to the Printer Setup Utility where you can print your documents.
There is a contextual technique to print explained on Apple's web site: Printing from the Desktop (Without a Desktop Printer. Well, there is yet another way to do it without dragging and dropping files on the desktop printer and without having documents open. Personally, I would either print while the document is open or I would drag and drop a bunch of files from the Desktop or Finder to the Desktop printer. Printing files in OS X is easy, and there are often a number of ways to do it.