If it does not print the squares with PDF viewing software, then there must be something with the printer. A long time ago (over 10 years) the last time I had a printer, I tried the same thing, to print without any margins. I seem to recall that the printer always has some margins, even if I changed some settings to remove margins. But I don't remember any details, so I can't even tell you where to look for answers.
I guess if it were me, I'd look into my printer documentation, maybe look for support options.
Or maybe someone else will answer here, who knows more about it than me?
You know, now that I think about it, it might be impossible to print without any margins. I mean, I'm thinking about the hardware. It would have to allow ink so close to the edge of the paper, that the ink would get on the hardware, and on the spindles (or whatever the heck is inside a printer, where the ink comes out - I have no idea). I think for the good of the hardware, the designers of the hardware probably don't want ink getting so close to the inner workings of the machine.
But that's just my simple-minded brainstorming. I really know hardly anything about it.