This is a good question. Currently there’s no way to mark them as downloaded but I like @MeganB’s suggestion as a workaround:
For example, you can create a bookmark category and name it “Printed” and add the ones you have already printed into that category.
If you have free time, another suggestion is to explore the sitemap which includes most printable pages. The grimoire PDF category is another good place to start. And for the course material check this page.