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Kirok, as you pointed out, your fan material exists at the sufferance of the franchise owners. This is usually because the franchise owners expect (hope) that your fanfiction will draw more interest in their legitimate property, and make them more money. Usually, about the only real line they are going to draw is the point at which you start making money off their property without giving them a cut. (Sometimes, they will object if they feel you are "cheapening" the property overmuch, but it often takes a lot of cheapening to make them object that much.)
Therefore, as long as you make it clear that your material does not earn you a dime, the franchise owners will probably stay off your back.
With e-books (and print-on-demand books), you're getting into an area that, if the discussions of this site are any indication, is still so outside of most organizations' understanding that they simply do not know how e-books or POD will affect them. Unfortunately, the music industry's problems are well-documented, and many people assume e-books will yield the same problems with piracy and loss of income that the music industry sites.
This means you'll have to be careful, and maybe a bit proactive, in making it clear that you have no intention of profiting from said work. You may want to get in touch with the franchise owners, if you’ve had contact and communication with them in the past, and inform them of your intentions in advance. If you already have a positive relationship with them, discussing the matter beforehand will likely help smooth over any such bumps in the road.
You are probably already doing many of the things you need to do to avoid copyright violations now. You just need to make those efforts more prominent and transparent, in order to avoid new troubles from people who don’t understand the new media.
Here's the worst part: If your fans are discovered to be reselling your material, whether that was your stated intention or not, it could be grounds for the franchisee to slap you with a cease and desist notice for providing the material to them. You might even be considered liable to some extent. It therefore is in your best interests to discourage such activity by your supporter base, either by appealing to their understanding that impropriety on their part could end the ride for everyone, or by taking steps (DRM, the technical method) to make such efforts too much trouble for most of them to bother.
Regarding copyright violations, as far as I know, printing fanfic is essentially no different in the legal eye than making e-books available. Money given to a printer to print a document for yourself is considered fair use. If anything, you might have to convince the printer that your material does not violate a copyright… if they believe it does, they can refuse to print it, and even try to report you to the authorities over it (rare, but possible). Your not-for-profit stance should be clear at all times, to satisfy all parties of your intentions.
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