If you are trying to do this in Photoshop, you’ll probably have a much easier time if you use Adobe Bridge instead, which is designed to handle multiple images as a batch and is included with your Creative Cloud subscription.
Switch Adobe Bridge to its Output workspace, which will give you access to layout templates including Contact Sheet, and you can customize that as needed. Use the Folders panel to select the folder containing the images you want in the contact sheet. You can control the sort order of the images as shown in the animation below. When you have things the way you want them, click the Export to PDF button at the botttom, and print that.