I don't know of a way to do it in Project ... but if this important to
you and worth the extra couple of steps, you could use Adobe Acrobat to
make a PDF version of the printer out, then use Acrobat's features to
add a watermark or background (Menu: Document/Add Watermark and
Background...)
The other obvious way is to put pre-printed paper with a background or
watermark in the printer before printing.
Hope this is useful to you. Let us know.
rms