I'm afraid I have to mark this thread as solved - without providing a definite answer. The printer just started working over bluetooth, with the firewall on - for no reason whatsoever. I have not amended the firewall in anyway (it is a manually generated rc.firewall, using the Slackware firewall generator here:
http://connie.slackware.com/~alien/efg/). As far as I know, I haven't changed anything else to do with cups, bluetooth or firewall.
That night when I posted the OP, it would definitely work with the firewall down, and not work with the firewall up. I tried it several times both ways just to make sure. Now it is working all the time. I've scratched my head but can't come up even with a wild guess as to the cause of this. At least it is working now.
Thanks for the reply anyway.