How do I print a specific range of pages with mail merge

When I print a document without mail merge I have the option of printing a page range say page 10-15. When I do the mail merge it does not give me the option and instead prints the entire document. I have a long document that I use for a class and I want to print only a specific section each week using the mail merge. In MS Word Mail Merge I still get the options to print a page range and I was hoping that was available here. Saving them as individual documents doesn’t work because it does not save the custom headings and the page numbers no longer are correct. Plus I would have to go into each mail merge document that was generated and print from 10-15 etc.

The option to select the range for printing mail merge is available.