no don't use freezer paper! it is for a different purpose-
applique pressing sheets are made of teflon- but parchment paper works well-
the release paper the fusable is on works the best- parchment paper is next- can be found in the paper isle of the grocery store near the freezer paper and waxed paper- never use waxed paper- the wax will make quite a mess of your fabrics.
but===what is it you are trying to do?
i applique A LOT...and seldom have need of a presser sheet- i draw the designs on the paper side of the fusable- press it to the back of the applique fabrics- cut out on the lines- then peel the paper and fuse to the background fabric- no need for anything under it---if you want to applique small pieces onto larger pieces (like adding eyes to a face- or the center of a flower to a flower- just do it before you peel the paper from the bottom piece- you peel the paper as you are fusing it to the next peice- so the final paper is peeled and added to the background.