There isn't a built-in feature that does this.

In principle, all you need do is delete the fields in all the labels before
the first one you want to print, and delete the { NEXT } field at the
beginning of the one you want to print on. But that's a bit of a slog. You
could write a macro to do it. But since the requirement is only to print a
small number of labels at a time, if I were always using the same data
source and the same label layout I suppose I might simply create 10 copies
of my Mail merge layout (one for each starting label) and select the
appropriate mail merge main document. You would have to be careful to deal
with the situation where you needed 2 labels and only one is left on the
sheet - either do two merges, or perhaps add a second page with a full set
of labels for the main documents that start in the last couple of labels or
so.

Peter Jamieson