Printing directly from Finder with Print Dialog?
Printing "directly from finder" does not happen.
Print Dialogs are always app-specific:
Even if you seemingly don't notice it, MacOS opens at least "Preview", prints the document/graphic and closes the app afterwards.

Your best bet would be an app like Karabiner Elements (free) that's able to sequentially open a file and execute the print command (typically with a print dialogue), using just one user-defined shortcut.  

Since a sequence of keys pressed is a "Complex Modification" you'd have to edit KE's ~/.config/karabiner/karabiner.json and add this kind of code (after: "rules": [ ):

{ "description": "Finder: open file in app, open print dialog",
  "manipulators": [
      { "conditions": [ { "bundle_identifiers": ["^com.apple.finder"],
                          "type": "frontmost_application_if"
                      } ],
              "from": { "key_code": "p",
                        "modifiers": { "mandatory": ["right_command"] }
                      },
        "parameters": { "basic.to_if_held_down_threshold_milliseconds": 5 },
   "to_if_held_down": [ { "key_code": "o",
                          "modifiers": ["right_command"]
                      } ],
   "to_after_key_up": [ { "key_code": "p",
                          "modifiers": ["right_command"]}
                      ],
      "type": "basic"
      }
                  ]
}


As opening an app takes some time the different commands (open / print) are "separated" through "held_down" and "key_up" definitions.

Be aware that a "comma" (,) may be necessary either in front of the first or behind the last bracket, IF there are other rules in the json-file. 

(If you prefer the left command key on your keyboard the "from"-part would say: ["left_command"].)