What do you use when using double sided fusibles? I don't have a non-sticky thing and tried wax paper, leaving the waxy smell throughout the house. Any other thing I could use Fusing two fabrics to that double-sided fusible stuff.

Parchment paper from the grocery store.

You can use the paper that pulls off. I use an old/odd piece of fabric or a pressing cloth that I can wash to keep the fusible off my ironing sufface. You could an old brown paper bag.

Try freezer paper. The shiny side should be non-stick.

no don't use freezer paper! it is for a different purpose-
applique pressing sheets are made of teflon- but parchment paper works well-
the release paper the fusable is on works the best- parchment paper is next- can be found in the paper isle of the grocery store near the freezer paper and waxed paper- never use waxed paper- the wax will make quite a mess of your fabrics.
but===what is it you are trying to do?
i applique A LOT...and seldom have need of a presser sheet- i draw the designs on the paper side of the fusable- press it to the back of the applique fabrics- cut out on the lines- then peel the paper and fuse to the background fabric- no need for anything under it---if you want to applique small pieces onto larger pieces (like adding eyes to a face- or the center of a flower to a flower- just do it before you peel the paper from the bottom piece- you peel the paper as you are fusing it to the next peice- so the final paper is peeled and added to the background.

no---fusables and freezer paper are not good together!

I'm not appliquing. I'm making small fabric boxes with very heavy fusible interfacing

it is called 'glad bake ' non stick for lining cake pans biscuit trays --should take the heat---in aussie