Walklist Splitting by Street and Odd/Even
Ok, I worked it out for myself! Posting the answers here in case someone else runs into the same issue. The fundamental problem is that the location of Create Templates From Reports has changed from when the CiviCRM User Guide was created.

So now it's Administer > CiviReport > Create New Report From Template

Once there, you go to Survey Report (Detail) which should be at the bottom.

Then, select the columns you want displayed, and then in sorting select how you want it sorted -- Street Name, Ascending and Odd/Even Street Number, Ascending.

Then, on that same screen, check the Section Heading/Group By and Page Break boxes to the right of Street Name but NOT for Odd/Even (at least for me, grouping by odd/even did weird things).

The last bit of setup is under Filters, set "Survey" to the specific Survey you've set up, and "Respondent Status" is equal to Reserved.

The final step is you have to export to PDF if you want it broken up by page, as Print Report just gives you a single run of text. Ultimately it looks like the CiviEngage settings I mentioned int he OP don't do much for you.

Hope this is helpful to anyone else who's been perplexed by the User Guide not matching up to what you're seeing in your CiviCRM! If anyone else more experienced has anything to add, I'd love to hear it!