Have you tried using Ctrl+F5 to take the screenshots? That's the built-in screenshot option of DOSbox and in my experience it works nice, both in fullscreen and windowed mode, and it's easy to take multiple screenshots in one go. I believe it creates PNG files.I have also tweaked both pages so far to get rid of those annoying blue lines that were on the sides of the images, which are from me taking the screen grabs while DosBox is not on full screen. For whatever reason, I can't take screen caps when it's on full screen, so I have to take them in the smaller window.
You can even record videos with Ctrl+Alt+F5 (press again to stop recording) and soundclips (the same, but with Alt+F5). It might pack some impact on your performance, if you've a slower machine. If it does, try (while you're not recording) how far you can lower the DOSbox cycles with the game still running smoothly, and then try again to record. Also make sure to use the "dynamic" core. (I always use that, except when a game won't work with it. It dramatically eases the load on the CPU.)