I use plain ole copy paper all the time.
Be sure to remember to set your stitches closer together so they will tear away from the paper easier.
Also, be sure to "run" your stitches past the edges so they don't unravel when you tear the paper.
There's still a whole section for just paper piecing hints that you can look at and review....go to the "Main" then to the bottom of the page...you'll see a line that says "user defined topics"...click on this and you'll see a whole new menu of choices to look at too.