Why did you buy a laser printer to print positives, as opposed to an inkjet printer? You could print on vellum I suppose, I did for a few years at one point, but inkjet to film is probably better. Do a search here on vellum if you want to try that out. Though they may not come out black enough, there are sprays that help them get blacker, or if you're doing single color work, you can send them down your dryer (the heat remelts the plastic toner so it spreads out a little, making it more dense)
Steve