Hi Tim,
We're glad to be able to add new features that save time and make things easier to do. We're glad you like it!
There already is an option under the File menu called Statement Group Print that allows you to select any or all of your Statement Groups and print them all in one run. Was this what you were looking for, or was there a different feature you were hoping for?
As for the margins, if you are referring to the Page Setup under the File menu, then after making changes to the Margins, you need to click the checkbox at the bottom right called 'Save Settings to Profile'. This will allow your changes to be maintained after closing the report.