I just made my testing block for the Dear Jane swap, it's tiny and done by PP. I folded the paper along the printed sewing line, ran my fingernail along it to really crease the fold, then unfolded it and did the next line, and so on and so forth, till all the lines were done. I flattened it out again with my hands, and sewed my block as normal.
Now, I've only done one, but it was definitely easier to remove the paper at the end.