I have heard using a tracing wheel (used for marking darts) works by running it over the stitching to remove the paper... it loosens the paper from the stitching.... so I am told :) Give a try..
Also have you tired using the freezer paper method... where you don't sew thru the paper but fold the paper on the lines and sew next to the fold, then press afterwards... It is easy too and then you don't have the paper to pick out. :)
Sharon