I doubt there's anything much easier than this, but you could just take screenshots. On a Windows platform, that's Alt + Print Screen, and then Paste it to Paint. You can crop/resize from there.
Printing out the board for all moves

Yes although that seems a bit tedious, especially for a long game. I was hoping there was a 'pgn to pile of images' converter or something that would do this.

I found this http://www.chessdiagrammer.com/cdg_startpage.html which does the business.

Yeah, there are utilities that can do that.
EPD2DIAG can convert positions to gif files, which you canthe print one by one:
http://www.rebel.nl/epd2diag.htm
Problemiste is essentially a library tool for puzzles, but you could (I suppose) enter all the positions from a game as a collection. This has the benefit that it can print multiple positions per page, it looks like this:
You can get bit here:
Is there a utility that I could print out the board after each move, for a complete game?
What I'd like is a way of printing a matrix like 12-15 boards/moves per page (if the image is clear enough).