Without knowing what the file was, and what the AV company subsequently analysed it to actually be (real or false) it's impossible to say with certainty. However, the indications deducible from the info provided so far is that the file AVG detected as a trojan probably was not a trojan, and the files that MBAM detected (which bore no relationship to the AVG detection) probably were malicious.
So, if you see my logic, here, the above surmise is invalid.
It is unlikely that malicious files would install themselves via a printer update, and a firewall would (should) prevent anything but printer software from connecting in the fashion you mention.