There are some HP printers that seem to be incompatible with Citrix. I have had direct experience with the HP 800-890 series printers and they seem to have a tough time printing via citrix.
I ended up calling HP tech support and was told that the drivers for some of the 800 series printers for Metaframe were "flakey." By that they meant - sometimes it will print correctely, other times it will print garbage, and other times it won't even print. Guess it depends on the alignment of the stars.
You can also expierment with drivers - for instance you may try another HP driver. You may find that the driver you have does not work, but another one will. It is all a guessing game!
Like I said this has been my experience with the 800 series printers from HP. I am not sure about the other HP printers, but I will not buy any more HP printers to use in Citrix.
You may want to look into another brand for consistency and also make sure that they have reliable drivers for Terminal Server.
Hope this helps!
Pinkman CCA, MSCE