I didn't even know this was a thing. The first time I bought vellum it was in a roll and was quite paper-like but still transparent. I bought it because it was on sale and a good enough price that I didn't mind having to cut it into 8.5"x11" sheets. When I ran out I decided opt for the pre-cut pages which also happened to be "sheer trace" vellum. 

Little did I know, my printer would have none of it. It picked the paper up but wouldn't print on it. It was taking a stand against sheer trace vellum.

For a long moment I thought hard about putting my printer to the curb but then I found this super helpful video on YouTube. She takes a bit to get to it so I'll give you the gist: use a glue stick to glue the bottom edge of your piece of vellum to a piece of regular paper of the same size. Your printer will think it's printing on normal paper but HaHA!... it's not.

If you're looking for more detailed instructions, here's the video I found. She gets to it at about 2:00.