One follows the directions for producing mailing labels, modifying the necessary query, that the labels draw their data from, to ask for beginning and ending specimen numbers. Individual lines can be put into a different font, boldfaced, italicized, and such. Some printers don't seem to fuse the powder quite well enough. For these one might use a hot dry iron to fuse the print adequately, or print out on plain paper and photocopy onto rag stock paper. Our Xerox-brand machine, at least, seems to fuse the powder quite firmly.
Some people also spray the print side of the label with artist's fixative or a clear epoxy spray.
One may write with ink or a pencil on different kind of papers. All these methods may lead to some problems on the long run.