I have never tried this, but I guess I would use Calibre to convert to LRF and then LRFTools (
LRFTools. Convert LRF to EPUB, HTML, PDF and RTF).
In principle, MOBI is a single-file HTML that should be easy to convert to PDF with any number of tools. It has a few MOBI-specific tags though. If you want to try the direct approach, use the Calibre's command line command
mobi2oeb to explode the MOBI to HTML+Images and then convert the HTML to PDF (I would use OpenWindows to allow customization).