Auto Generating and Printing PDF Files From Markdown?
You can do this with Markdown.pl and htmldoc(1), both of which can be installed with Homebrew.  The basic flow for making a PDF is:

markdown foo.markdown | htmldoc --no-toc --no-title -f foo.pdf -


As for your filename-per-page, you coul incorporate echo to add it as an HTML element:

echo $(markdown foo.markdown) "&lt;p&gt;foo&lt;/p&gt;" | htmldoc --no-toc --no-title -f foo.pdf -


And for printing, the lpr(1) command will send a file to your default printer.

Tying this altogether:

for filename in `ls *.markdown`;
do
    echo $(markdown "$filename") "&lt;p&gt;$filename&lt;/p&gt;" | 
        htmldoc --no-toc --no-title -f "${filename}.pdf" -
    lpr "${filename}.pdf"
done