We sew scraps onto adding machine paper and then remove the paper after the edges of the fabric are trimmed flush with the paper. There is a tute on this website that I learned this from. Hopefully some one will remember which one. I'll try and look for the link too.
Got it!
String piecing on adding machine paper.
http://www.quiltingboard.com/t-56940-1.htm
You can also sew it onto muslin and then you have an extra fabric layer. I do not like that because it makes the quilt heavy.
To remove the adding machine paper make sure you use small stitches when sewing it on. Spray water on it with a spray bottle and with fingers pull off paper.