From an old discussion by Mike McMahon: Is there a simple way to print out a keynote slide as a full A4 page? (like the old days of printing acetate overheads). I have tried different pixel settings and increasing the scale in page setup to 200%, but I keep getting a size about a quarter of an A4 sheet. ----
If you export the slides as PDFs and uncheck the option to include a border on each slide then print the PDF file you can get each slide to print as a full page.