Technically speaking if the seller had access to the hardware beforehand and they were able to see the wallets they made then they would be able to record the addresses (and then link them to you) if they wanted to, however it is not likely they'll do something like that, but you never know for a fact.

If you print your own wallet then there is no real way to link anything and you should be gucci.

Not unless they have some sophisticated software that analyzes the blockchain, and the bitcoin you own was bought at an exchange where you had to prove your identity. If you for example bought bitcoin with cash and sent to an address on your hardware wallet there would be no way to know that address was yours. The addresses generated by a hardware wallet are not linked to your identity.

Use http://bitaddress.org, maybe not one of best but not one or worst, you can download the site from GitHub and use it on disconnected computer. Remember to fold paper wallet in 3 parts and to store privkey inside paper wallet and store them in waterproof bag. To store, just use Paper Wallet function of Mycelium or sweep key on Blockchain.info.