How can I set up a secure cold storage?
DannyHamilton will *probably* give you a much more in depth answer
Nope. The details in your link are pretty comprehensive. As long as the bitaddress.org page is saved to a file and opened/printed from a computer that is not connected to the internet, that's a good way to go about it.
If you are exceptionally concerned, you can wipe the hard drive and re-install the operating system cleanly before attaching the computer to the internet after you've printed the paper wallets.