[From InDesign] Send your multiple-page document to print.
[From Print Window] Choose: "Setup" > check "Thumbnails" Indicate how many "Per Page." Options include 1x2, 2x2, thru 7x7.
Send to print on Printer or a PDF printer.
If you want a bit more control over the final look of your contact sheet:
1. Export your slides (or any multiple-page document) as a normal [non-thumbnailed] PDF. Let's call your slide show Doc A.
2. Create a new InDesign document and lay it over with evenly-spaced boxes as you would like your contact sheet to look. (Select Rectangle Frame Tool, click and drag, keep your mouse held down, then use up/down left/right keyboard keys to create more/less multiple uniformly-sized boxes.) Let's call this Doc B, your contact sheet.
4. Insert/Place the pages of your Doc A slide show PDF into your new picture boxes in Doc B, your contact sheet. Ready to print.
5. When you later update your slide show Doc A, export again as PDF of same name.
6. Reopen Doc B your contact sheet and "Update Links." Slides will update. Ready to print.