Marco,
Is it also possible to set this up behind a firewall?
Yes; with the caveat that your wiki must be running Parsoid. It is also theoretically possible to still use Print on Demand services behind a firewall as we can POST a zip bundle to them -- likely however you'd just disable that functionality and I'm not sure our new bundle format is entirely compatible with the old bundle format...
If you want to set this up locally; I can help with that if you jump on IRC #mediawiki-pdfhack on freenode. I'm mwalker.
~Matt Walker Wikimedia Foundation Fundraising Technology Team