One would think that if a person generated a private key client side and never exposed that key to the internet, that they would be secure. However, the risk is that the paper wallet generation code is compromised such that it provides the victim with private keys that are already known to an attacker. How best to mitigate this risk?
You can generate the random bits yourself to eliminate possibly weaknesses / backdoors in an offline wallet generator. For example throw a dice 100 times and write down the sequence, and use the SHA256 hash as your private key. Or if you don't have a dice, toss a coin 256 times is ok too.