Dopo parecchio tribulare ho risolto il mio problema con la routine di seguito riportata.

Set WrdApp = Nothing
Set WrdApp = New Word.Application
WrdApp.DisplayAlerts = wdAlertsNone
WrdApp.Visible = False
WrdApp.Documents.Open (txtWorDoc)
WrdApp.ActiveDocument.MailMerge.OpenDataSource Name:= _
MioFileDati.Xls , ConfirmConversions:=False, ReadOnly:=False _
, LinkToSource:=True, AddToRecentFiles:=False, PasswordDocument:="", _
PasswordTemplate:="", WritePasswordDocument:="", WritePasswordTemplate:= _
"", Revert:=False, Format:=wdOpenFormatAuto, Connection:= _
"Provider=Microsoft.Jet.OLEDB.4.0;Password="""";Us er ID=Admin;Data Source=" & MioFileDat.Xls & ";Mode=Read;Extended Properties=""HDR=YES;IMEX=1;"";Jet OLEDB:System database="""";Jet OLEDB:Registry Path="""";Jet OLEDBatabase Password="""";Jet OLEDB:Engine Type" _
, SQLStatement:="SELECT * FROM `Foglio1$`", SQLStatement1:="", SubType:= _
wdMergeSubTypeAccess
WrdApp.ActiveDocument.MailMerge.ViewMailMergeField Codes = wdToggle
WrdApp.ActiveDocument.PrintOut
WrdApp.Quit wdDoNotSaveChanges
Set WrdApp = Nothing

Spero possa essere utile a qualc'un altro.
Ciao