I just use scrap paper. You can sew paper just like fabric. I just keep scratch paper all the time and just grab another if it gets too full of thread. Cheap and easy to reuse any kind of scrap paper. Recycle old envelopes or when I print off something and have an error I use that paper as scrap. I use a piece about 2" square. It really doesn't matter what size just whatever is comfortable for you to handle.