Set your pagination in your user settings really high, visit the post in your browser, and print as PDF. Chrome has this built-in, as does Windows 10.
Each Post it's own URL
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Do you want to be sent to a page that displays only one post? That would require a plugin.
Do you want to be sent to the topic, but automatically scroll to the post? That's already a thing. However, there is no real way of knowing what number corresponds to what post, so having a little link sign would be nice.