Hi,
If possible (the header is the same for all pages in the group), the best is to use "Rows to repeat at top" in Excel. In the ribbon go to the "Page layout" tab, then press any of the little squares at the bottom-right:
The select the "Sheet" tab, and "Rows to repeat at top":
This will make the headers repeat whenever there is a new page, and it won't matter if you are printing to a smaller or bigger paper size. If you have many groups with different headers, as you have only one "rows to repeat at top" per sheet, the solution is to put every group on its own sheet. (see the 25.multiple sheet report demo)
If it is not possible to do it this way, then the other solution is indeed 98-split datasets example, where you split the dataset in master-details of say 30 rows each, add a manual page break, and manually repeat the header each time. But that solution is much more hacky, won't adapt to different paper sizes, and it is just not as nice as rows to repeat at top.