I really just started tinkering with the process. The above image is from Office 2003. I already have 2010 on my other work computer and the machine I was working on should be wanting to upgrade any day now.
I did find a page referencing 2003 for the process after I realized the above link was referencing 2013.
Though, the next step is "writing your letter" and I'm not sure what I need to do there to get it to show me the hundreds of "labels".
I think I really am going to have to do this wholly within Excel somehow, so I can have each cell formatted to the correct font size and only have the columns I need.