..is not passing the event on to wxPrintout or whatever it's equivalent is?

Not likely

How to access ...

Probably $self->SUPER::OnCloseWindow($event) or add a

void DeleteWindowDisabler (){
    if (m_windowDisabler)
        delete m_windowDisabler;

}
[download]

then call $self->DeleteWindowDisabler(); but like I said, it should work already :)

I'm not sure what the difference between

delete is delete (or undef), Destroy is the destructor, it gets called after the object goes out of scope or is deleted