Thanks for taking the time to answer me.
Is this really the only way? isn't there any setting where we can set this up at the printing level?
This seems to be such a basic function that I took for granted all those years that I used a few other softwares.
You can't set it as a global option but on a per return basis you are able to override the printing case. You can find the option in General > Misc. Info./Direct Deposit > Miscellaneous > Text Style: 1 = mixed case, 2=upper case [Override].
It's about halfway down that page just beneath Parent/Guardian Signing Return of Minor (EF Only). Just enter a value of 2 and all type will be printed in caps.