If you'd like to grade on paper, scan your handwritten feedback, and return scans to students, you'll need to download all the students' submissions. Fortunately, you Blackboard's Grades page makes it easy to download all the assignments in one go.

To do this, get into your course and choose the Grades page

Select the GRID view

Click the column name for the assignment in question. Choose DOWNLOAD ALL.

On the download page, click the checkbox at the top (next to NAME) to select everything.

Then click CREATE ZIP FILE at the bottom of the page.

On the overlay window, click the SEND button.

The Zip will be generated and sent to your inbox. You may have received it already from my run at this for the screenshots. Click the link in the email to download the zip of all the files.