Nothing wrong with playing a game you enjoy!
The biggest issues that are going to crop up are loss of texture quality and models not fitting on a single sheet of paper.
For texture quality, you've got 200 dpi images that you're blowing up by 50%, effectively reducing the resolution to 133 dpi.
First, I'd suggest printing something with a fairly detailed texture, that has been scaled up. If you're satisfied with the result, then the rest is worthwhile.
For model size issues, you'll need to be a bit creative. For example, let's say you've got a long wall that takes up the height of a normal page even before sizing. There's two ways of going about it.
First, you can print the top half of the model on the first page, and then the bottom half on the second page. Mark where the textures meet properly, and kitbash the two together. This will involve cutting your own tabs, and being careful about where you cut and score (at the very least). This method is relatively quick to do, but wastes ink and cardstock.
Second, if you have a program like Photoshop, Paint Shop Pro, or GIMP, you can edit the model before you print. This will involve seperating the model onto two pages, and adding tabs where needed (again, at the least). This method takes a longer time, but is easily duplicated, and tends to look cleaner after the build's done.
Give it a test run with a giant CWU Wall, just to see what's involved. If that works well, then give it a go with CaveWorks or some other 1" fantasy based set!
Hope this helps, Highland Piper. Have fun!