Hmmm.... I've only done it on rolls. Looking back at the manual I find this tidbit:
The IQ Diagnostic Print prints in A3 and B sizes so you must have media loaded (roll or sheet) that is this size or larger.
Yes, I finally stopped to EbenezerScrooge myself and did it perfectly with a roll.
Now I'm a bit disappointed by the stand : I thought it would be very
stable — it's
not — the printer dances a little when working (while all screw are screwed to the max).
Wonder if I won't have it rather on a massive wooden table, instead.