You can easily batch up your mail orders and the labels associated. From the "Orders" page (you can filter by event) and with the advanced filter (accessed by the drop-down menu in the search field) select Shipping Method equals Mail. Select ALL of the orders by clicking on the checkbox at the top and a green box appears which will show the total number of orders you selected. Click on the box to print tickets and mailing labels. The mailing labels default to Avery #8160 (also compatible with Avery #5160), 30-up labels.
When you finish you can mark them as FULFILLED and "flag" them with a color of your choice or as completed. This way you can filter by the orders that are NOT flagged next time.