Gee, let's find out. First off it applies to "some color laser printers". Don't have one. Second, printer was bought in person with cash and was a gift. Third, gee that's super hard, wear latex gloves. I sure hope the police are more intelligent than you are. No offense.

This is not strictly true. So many color printers have a yellow-dot identifier pattern now that you should just assume that anything you print with one can be forensically linked with the printer's serial number, unless you definitively know otherwise. Monochrome printers are much less likely to add a nearly-invisible identifier pattern to every page. Check your printed pages under a microscope with different colors of light.

Nevertheless, if you want to print something and wish to remain anonymous, it isn't a bad idea to assume that every document that a particular printer ever prints can be linked using the printer's serial number, even if you think that specific printer is safe. Never print anything on it that can be linked to your public identity. Don't connect it to the internet.

You may never know whether there's some sort of steganographic encoding mechanism that targets certain print geometries in ways that you can't detect. There probably isn't. But if you're a dissident or troublemaker, can you take even a tiny risk?