Here’s a way to customize your own version of the Contact Sheet.
Step One. You can create your own contact sheet using either File>Automate>Contact Sheet II in Photoshop (and choose a folder), or select files in Bridge and go to Tools>Photoshop>Contact Sheet II. In my example, I highlighted several images in Bridge that I used to create my contact sheet.

Step Two. In the Contact Sheet II dialog, enter a Width of 7 and a Height of 9, and use the Resolution that’s appropriate for your output device (I used 200 ppi in this case). The reason we’re using less than a full page is to allow room for the customizing we’re going to do later. Choose the number of images you want on the page by changing the Columns and Rows fields.

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TIP
Make sure that Flatten All Layers is not checked (so you can view and edit the individual text and image layers) and click OK. Once the automated command is finished, you can run the optional step shown in “Custom Thumbnails.”

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Custom Thumbnails
Since you have all layers intact, you can customize the thumbnails if you like. Select one of the thumbnail’s layers and add a layer effect such as Stroke or Drop Shadow (Layer>Layer Style). Control-click (PC: Right-click) on the Layer Effects icon (looks like a lowercase “f”) and from the contextual menu choose Copy Layer Style. Then from the Select menu, choose Similar Layers to select the rest of the thumbnail layers. Control-click (PC: Right-click) on one of the selected layers and from the contextual menu, choose Paste Layer Style to add the same effect to all the thumbnails. Then you can continue with the remainder of the steps.