How can I print the contents of a table to the console?
You should handle this all in the C# app code. Exporting data from T-SQL is not handled natively and requires SQLCLR, which is fine when needed, but it is not necessary here since you are already working within app code that can handle it quite cleanly.

You should have the app code do a SELECT (or grab the contents via EF if you say it can do that easily) and log it to a file after each step.

You should also have a command-line option/flag, or a check-box in the UI before clicking "Start", for "Debug mode" that will additionally display what is being written to disk along with an option to "Continue" or "Cancel".