Using the desktop version, I can't speak for online. I wanted to E-File Federal, and mail in State. After a while, this worked:
E-File Federal, check option to E-File State later. Once Federal is complete, go back to Federal Filing, select mail in forms, click next. It will tell you Federal has already been E-Filed (it has) and then give the option to print and file your state forms. In my version, there was no watermark stating you must E-file or anything like that.
What I printed had all necessary forms and two pages of instructions.
