Agree it is MUCH easier to baste on the back only by whipstitching the corners. Once I've got a flower done, I press it and then add the connectors and press again.
I haven't taken out any of my papers yet because I want to keep the shape steady as long as I can.
I am just using regular printer paper to print out a bunch of hex's and then I handcut them.....
If you sew through your papers (other than the large basting stitches if you choose to do it that way), it will be harder to get them out in the end AND might possibly tear your seam.