We had the same issue many years ago and the client had 4 colours of pickslips and delivery docs. We argued that it was not practical and eventually the printer hardware guy came to support us and said that it was simply unreliable to expect the printer clutch device that feeds the paper from the tray to always pull only only 1 copy with precision to maintain the colour order.
We had them purchase 3 more paper trays, with PrintBoss, and we'll never go through that argument again. The amount of time wasted attempting to mess with issues relating to potential discount paper suppliers, storage of forms in rooms with humidity issues at various times in the year, makes us now smarter as consultants.
We used PrintBoss, as I expect Steve has done, to selectively print 2 copies or 3 copies or 4 copies dependent upon the ship via code. It saved paper, it sent the printed forms to the proper location, and even stapled the related forms together. We eventually installed a similar solution with confidence that the solution would work at another client that shipped 3000 orders per day. That's why we are consultants.
Brian