I found an easy way to do it. 

1. Go to File / Print Forms / Invoices

2. At this point, you have two options.

- For 500 Invoices or fewer: Select ALL

- For 501 Invoices or more: Select NONE, then press CTRL + Left mouse button to quickly select a batch of 500 invoices.

3. Click ok and save what you selected as a PDF. 

4. Once done, make sure to uncheck "Print later" option when creating new invoices. 

I hope this helps. 

Leo